CRAN/E | RobExtremes

RobExtremes

Optimally Robust Estimation for Extreme Value Distributions

Installation

About

Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and 'ROptEst').

Citation RobExtremes citation info
robast.r-forge.r-project.org/

Key Metrics

Version 1.2.0
R ≥ 3.4
Published 2019-04-08 1838 days ago
Needs compilation? yes
License LGPL-3
CRAN checks RobExtremes results

Downloads

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Last 30 days 223 +2%
Last 90 days 676 +5%
Last 365 days 2.344 -18%

Maintainer

Maintainer

Peter Ruckdeschel

peter.ruckdeschel@uni-oldenburg.de

Authors

Nataliya Horbenko

aut / cph

Bernhard Spangl

ctb

(contributed smoothed grid values of the Lagrange multipliers)

Sascha Desmettre

ctb

(contributed smoothed grid values of the Lagrange multipliers)

Eugen Massini

ctb

(contributed an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed grid values of the Lagrange multipliers)

Daria Pupashenko

ctb

(contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14)

Gerald Kroisandt

ctb

(contributed testing routines)

Matthias Kohl

aut / cph

Peter Ruckdeschel

cre / aut / cph

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RobExtremes archive

Depends

R ≥ 3.4
methods
distrMod ≥ 2.8.1
ROptEst ≥ 1.2.0
robustbase
evd

Imports

RobAStRDA
distr
distrEx ≥ 2.8.0
RandVar
RobAStBase ≥1.2.0
startupmsg
actuar

Suggests

RUnit ≥ 0.4.26
ismev ≥ 1.39

Enhances

fitdistrplus ≥ 1.0-9

Reverse Enhances

distrMod