An R-package written essentially by Anna Kiriliouk. See CRAN. The package accompagnies the paper "An M-estimator of spatial tail dependence", with John H. J. Einmahl, Anna Kiriliouk, and Andrea Krajina.

Analysis of Extremes

The software package Analysis of Extremes, to be used in R, is primarily of educational use.

Installation instructions:

  1. Download the file (573 KB) and save it somewhere, for instance on your desktop.
  2. Launch R.
  3. Click 'Packages | Install package(s) from local zip files...'
  4. Look for the file and click 'open'.
  5. The package will now be installed. After completion, the following message will appear in the console window:
    package 'AoE' successfully unpacked and MD5 sums checked


  1. Launch R.
  2. In the console window, type library(AoE) (Enter) and help(AoE) (Enter).
  3. A help window appears giving an overview of the functions and their help pages, including many examples.

A printable manual of all the help files: pdf (346 KB).