John Nolan

Available on CRAN



Jingjing Zou

An interactive online application to demonstrate methods in the paper “Extreme Value Analysis Without the Largest Values: What Can Be Done? (Zou, Samorodnitsky and Davis, 2017). Users can either choose from existing real data examples (earthquake fatalities, Google+) or upload their own data. Users can artificially remove a number of extreme values from the data and compare estimation results before and after the removal. This application allows real-time computation based on user inputs and visualizations of results with interactive plots.


Phyllis Wan

Simulation of preferential attachment networks

This is an implementation of the generalized scale-free network model described in Section 5 of “Fitting the linear preferential attachment model (Wan et al.)

The two simulation programs, netSim1 and netSim2, correspond to different starting values. netSim1 starts with one node 0, with a self loop, 0 -> 0. netSim2 starts with two nodes 0 and 1, and a connecting edge 0 -> 1. The computation complexity is O(n).


Parameter estimation in a preferential attachment model:
This is an implementation of the parameter estimation methods for linear preferential attachment model described in Fitting the linear preferential attachment model in


The R-scripts netfnsMLE.R and netfnsSnap.R correspond to estimation algorithms for the full network (MLE) and a snapshot of the network, where the details can be found in Section 3 and 4 of Wan et al. respectively.


UMass group (Towsley, Gong, Atwood)


Sidney Resnick

R-functions for univariate and multivariate heavy tail analysis

Compendium of R-functions used in both univariate and multivariate heavy tail analysis. Some are outlined in the book Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Springer-Verlag, New York, in the appendix starting on p. 364. Use at your own risk.


Zhi-Li Zhang

Software for graph feature discovery.