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EQRN
View on CRAN: Click
here
Download and install EQRN package within the R console
Install from CRAN:
install.packages("EQRN")
Install from Github:
library("remotes")
install_github("cran/EQRN") Install by package version:
library("remotes")
install_version("EQRN", "0.1.2") Attach the package and use:
library("EQRN")
Maintained by
Olivier C. Pasche
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All associated links for this package
First Published: 2025-03-17
Latest Update: 2025-03-17
Description:
This framework enables forecasting and extrapolating measures of conditional risk (e.g. of extreme or unprecedented events), including quantiles and exceedance probabilities, using extreme value statistics and flexible neural network architectures. It allows for capturing complex multivariate dependencies, including dependencies between observations, such as sequential dependence (time-series). The methodology was introduced in Pasche and Engelke (2024) <doi:10.1214/24-AOAS1907> (also available in preprint: Pasche and Engelke (2022) <doi:10.48550/arXiv.2208.07590>).
How to cite:
Olivier C. Pasche (2025). EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting. R package version 0.1.2, https://cran.r-project.org/web/packages/EQRN. Accessed 12 Mar. 2026.
Previous versions and publish date:
0.1.1 (2025-03-17 21:40)
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