Package: evt0
Type: Package
Title: Mean of Order P, Peaks over Random Threshold Hill and High
        Quantile 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")))
Depends: R (>= 1.9.0), evd, stats
Description: 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.
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: 2026-06-18 07:57:27 UTC; root
Author: Leo Belzile [cre] (ORCID: <https://orcid.org/0000-0002-9135-014X>),
  B. G. Manjunath [aut] (ORCID: <https://orcid.org/0000-0003-2687-0138>),
  Frederico Caeiro [aut] (ORCID: <https://orcid.org/0000-0001-8628-7281>),
  Maria Ivette. Gomes [ctb] (ORCID:
    <https://orcid.org/0000-0002-2903-6993>),
  Maria Isabel Fraga Alves [ctb] (ORCID:
    <https://orcid.org/0000-0003-3824-2403>)
Maintainer: Leo Belzile <belzilel@gmail.com>