{ "_id": "6a1eecf0b401979e734126c6", "Package": "evt0", "Type": "Package", "Title": "Mean of Order P, Peaks over Random Threshold Hill and High\nQuantile Estimates", "Version": "1.1-4", "Date": "2023-04-20", "Authors@R": "c(person(given=\"Leo\", family=\"Belzile\", role = c(\"cre\"), email = \"belzilel@gmail.com\", comment = c(ORCID = \"0000-0002-9135-014X\")), person(given=\"B. G.\", family=\"Manjunath\", role=c(\"aut\"), comment = c(ORCID = \"0000-0003-2687-0138\")), person(given=\"Frederico\", family=\"Caeiro\", role=c(\"aut\"), comment = c(ORCID = \"0000-0001-8628-7281\")), person(given=\"Maria Ivette.\", family=\"Gomes\", role=c(\"ctb\"), comment = c(ORCID = \"0000-0002-2903-6993\")), person(given=\"Maria Isabel\", family=\"Fraga Alves\", role=c(\"ctb\"), comment = c(ORCID = \"0000-0003-3824-2403\")))", "Description": "The R package proposes extreme value index estimators for\nheavy tailed models by mean of order p\n, peaks over random threshold\n and a bias-reduced estimator\n. The package also computes\nmoment, generalised Hill and mixed moment\nestimates for the extreme value index. High quantiles and value\nat risk estimators based on these estimators are implemented.", "License": "GPL (>= 2)", "BugReports": "https://github.com/lbelzile/evt0/issues/", "Repository": "https://lbelzile.r-universe.dev", "Date/Publication": "2023-10-05 20:43:49 UTC", "RemoteUrl": "https://github.com/lbelzile/evt0", "RemoteRef": "HEAD", "RemoteSha": "134a09065845d70e006b72a7f8a3f4975a96705b", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-19 09:17:39 UTC", "User": "root" }, "Author": "Leo Belzile [cre] (ORCID: ),\nB. G. Manjunath [aut] (ORCID: ),\nFrederico Caeiro [aut] (ORCID: ),\nMaria Ivette. Gomes [ctb] (ORCID:\n),\nMaria Isabel Fraga Alves [ctb] (ORCID:\n)", "Maintainer": "Leo Belzile ", "MD5sum": "eb9688085ab11dfff31ed54cdc676c41", "_user": "lbelzile", "_type": "src", "_file": "evt0_1.1-4.tar.gz", "_fileid": "f00e3ff3f6820c98f0ec2d72a05fe499a8cbbb2dc1e9ed639897fa9ad70835c6", "_filesize": 268776, "_sha256": "f00e3ff3f6820c98f0ec2d72a05fe499a8cbbb2dc1e9ed639897fa9ad70835c6", "_created": "2026-05-19T09:17:39.000Z", "_published": "2026-06-02T14:47:12.530Z", "_distro": "noble", "_jobs": [ { "job": 79098929135, "time": 105, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7079545416" }, { "job": 79098928658, "time": 99, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7079543462" }, { "job": 79098928749, "time": 125, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7079552475" }, { "job": 79098928515, "time": 138, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7079557178" }, { "job": 79098927533, "time": 163, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7079507322" }, { "job": 79098927531, "time": 98, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7361112244" }, { "job": 79098928465, "time": 63, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7079531150" }, { "job": 79098929194, "time": 59, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7079529493" }, { "job": 79098928412, "time": 60, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7079529920" } ], "_buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/lbelzile/evt0", "_commit": { "id": "134a09065845d70e006b72a7f8a3f4975a96705b", "author": "Leo Belzile <=>", "committer": "Leo Belzile <=>", "message": "Add ORCID\n", "time": 1696538629 }, "_maintainer": { "name": "Leo Belzile", "email": "belzilel@gmail.com", "login": "lbelzile", "orcid": "0000-0002-9135-014X", "description": "Associate professor of statistics in the Department of Decision Sciences at HEC Montréal.", "uuid": 20725206 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 1.9.0", "role": "Depends" }, { "package": "evd", "role": "Depends" }, { "package": "stats", "role": "Depends" } ], "_owner": "lbelzile", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "lbelzile", "count": 9, "uuid": 20725206 } ], "_userbio": { "uuid": 20725206, "type": "user", "name": "Léo Belzile", "description": "Associate professor of statistics in the Department of Decision Sciences at HEC Montréal." }, "_downloads": { "count": 184, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/evt0" }, "_devurl": "https://github.com/lbelzile/evt0", "_searchresults": 17, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/evt0.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/lbelzile/evt0", "_realowner": "lbelzile", "_cranurl": true, "_releases": [ { "version": "1.0", "date": "2013-11-16" }, { "version": "1.1-0", "date": "2013-11-23" }, { "version": "1.1-3", "date": "2013-12-24" }, { "version": "1.1-4", "date": "2023-04-22" }, { "version": "1.1.5", "date": "2024-07-08" } ], "_exports": [ "DPOT", "gh", "mm", "mo", "mop", "mop.AREFF", "mop.beta", "mop.MOP", "mop.q", "mop.RBMOP", "mop.rho", "other.EVI", "other.q", "otherPORT.q", "PORT.Hill", "PORT.MOP", "PORT.q", "PORT.RBMOP" ], "_datasets": [ { "name": "S_P500", "title": "S&P500", "object": "S_P500", "file": "S_P500.rda", "class": [ "data.frame" ], "fields": [ "returns" ], "rows": 6984, "table": true, "tojson": true } ], "_help": [ { "page": "evt0-package", "title": "Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates", "topics": [ "evt0-package", "evt0" ] }, { "page": "DPOT", "title": "Duration based peaks over threshold value-at-risk forecast", "topics": [ "DPOT" ] }, { "page": "mop", "title": "Mean of order p statistic for the extreme value index", "topics": [ "mop", "mop.beta", "mop.MOP", "mop.RBMOP", "mop.rho" ] }, { "page": "mop.AREFF", "title": "Asymptotic efficiency of mean of order p", "topics": [ "mop.AREFF" ] }, { "page": "mop.q", "title": "High qunatile estimate by mean of order p statistic", "topics": [ "mop.q" ] }, { "page": "other.EVI", "title": "Other extreme value index estimates", "topics": [ "gh", "mm", "mo", "other.EVI" ] }, { "page": "other.q", "title": "Other methods for high quantile estimate", "topics": [ "other.q" ] }, { "page": "otherPORT.q", "title": "Other peaks over random threshold high quantile estimate", "topics": [ "otherPORT.q" ] }, { "page": "PORT.Hill", "title": "Peaks over random threshold Hill estimate", "topics": [ "PORT.Hill", "PORT.MOP", "PORT.RBMOP" ] }, { "page": "PORT.q", "title": "Peaks over random threshold high quantile estimate", "topics": [ "PORT.q" ] }, { "page": "S_P500", "title": "S&P500", "topics": [ "S_P500" ] } ], "_readme": "https://github.com/lbelzile/evt0/raw/HEAD/README.md", "_rundeps": [ "evd" ], "_score": 2.929418925714293, "_indexed": true, "_nocasepkg": "evt0", "_universes": [ "lbelzile" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1-4", "date": "2026-05-19T09:19:27.000Z", "distro": "noble", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "849c1f19bac907ed7a30a97b0119ffb365c532386b3ecd1e73d5ebfa8aef8840", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" }, { "r": "4.6.0", "os": "linux", "version": "1.1-4", "date": "2026-05-19T09:19:23.000Z", "distro": "noble", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "dabc1353ae8cd5f8366b0ed9f0034b9e262763aec6efe60b47910541859d3917", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" }, { "r": "4.5.3", "os": "mac", "version": "1.1-4", "date": "2026-05-19T09:19:47.000Z", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "d119f1b83ce22c026e024ef9033334d17adfa522ad47eacbcbe1fb6a4fb016f6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" }, { "r": "4.6.0", "os": "mac", "version": "1.1-4", "date": "2026-05-19T09:19:57.000Z", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "583c88ebd42f4453018834ca3d99d3dd3838ddb893b695b52fac47a991e72bae", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" }, { "r": "4.7.0", "os": "win", "version": "1.1-4", "date": "2026-05-19T09:18:44.000Z", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "74882130eb28c0c562a2ba3b7fcee41e452dff9aaffcc0e3b80896cdfa35c0bc", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" }, { "r": "4.5.3", "os": "win", "version": "1.1-4", "date": "2026-05-19T09:18:40.000Z", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "6157230d6b3240aeeae2321383c2512abe2fc5c419f82a15ecaaab60dce23d36", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" }, { "r": "4.6.0", "os": "win", "version": "1.1-4", "date": "2026-05-19T09:18:40.000Z", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "1e9798461c33d6334f73d7a70367a1c43ab7e26af8892360e9663a95bd152701", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" }, { "r": "4.6.0", "os": "wasm", "version": "1.1-4", "date": "2026-06-02T14:46:48.000Z", "commit": "134a09065845d70e006b72a7f8a3f4975a96705b", "fileid": "b48e27fd36d6ced26680098682c105175d9d09f067d0d65862d2fc634b3a6310", "status": "success", "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/26087870267" } ] }