evmissing: Extreme Value Analyses with Missing Data

Performs likelihood-based extreme value inferences with adjustment for the presence of missing values based on Simpson and Northrop (2025) . A Generalised Extreme Value distribution is fitted to block maxima using maximum likelihood estimation, with the location and scale parameters reflecting the numbers of non-missing raw values in each block. A Bayesian version is also provided. For the purposes of comparison, there are options to make no adjustment for missing values or to discard any block maximum for which greater than a percentage of the underlying raw values are missing. Example datasets containing missing values are provided.