Package: evt0 1.1-4

evt0: Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

The R package proposes extreme value index estimators for heavy tailed models by mean of order p <doi:10.1016/j.csda.2012.07.019>, peaks over random threshold <doi:10.57805/revstat.v4i3.37> and a bias-reduced estimator <doi:10.1080/00949655.2010.547196>. The package also computes moment, generalised Hill <doi:10.2307/3318416> and mixed moment estimates for the extreme value index. High quantiles and value at risk estimators based on these estimators are implemented.

Authors:Leo Belzile [cre], B. G. Manjunath [aut], Frederico Caeiro [aut], Maria Ivette. Gomes [ctb], Maria Isabel Fraga Alves [ctb]

evt0_1.1-4.tar.gz
evt0_1.1-4.zip(r-4.7)evt0_1.1-4.zip(r-4.6)evt0_1.1-4.zip(r-4.5)
evt0_1.1-4.tgz(r-4.6-any)evt0_1.1-4.tgz(r-4.5-any)
evt0_1.1-4.tar.gz(r-4.7-any)evt0_1.1-4.tar.gz(r-4.6-any)
evt0_1.1-4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
evt0/json (API)

# Install 'evt0' in R:
install.packages('evt0', repos = c('https://lbelzile.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/lbelzile/evt0/issues

Datasets:

On CRAN:

Conda:

2.93 score 17 scripts 218 downloads 18 exports 1 dependencies

Last updated from:134a090658. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK98
source / vignettesOK129
linux-release-x86_64OK92
macos-release-arm64OK127
macos-oldrel-arm64OK114
windows-develOK91
windows-releaseOK58
windows-oldrelOK63
wasm-releaseOK100

Exports:DPOTghmmmomopmop.AREFFmop.betamop.MOPmop.qmop.RBMOPmop.rhoother.EVIother.qotherPORT.qPORT.HillPORT.MOPPORT.qPORT.RBMOP

Dependencies:evd