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Meanimiles  

Estimation of Meanimiles
View on CRAN: Click here


Download and install Meanimiles package within the R console
Install from CRAN:
install.packages("Meanimiles")

Install from Github:
library("remotes")
install_github("cran/Meanimiles")

Install by package version:
library("remotes")
install_version("Meanimiles", "0.1.0")



Attach the package and use:
library("Meanimiles")
Maintained by
Dieter Debrauwer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-21
Latest Update: 2026-04-21
Description:
Provides a comprehensive suite of estimation tools for meanimiles, a general class of (risk) functionals. This package includes nonparametric estimators for univariate meanimile evaluation, copula-based estimation for portfolio risk aggregation (full parametric, semiparametric, and nonparametric), and novel estimators for meanimiles in regression settings. Following the articles D. Debrauwer, I. Gijbels, and K. Herrmann (2025) <doi:10.1214/25-EJS2391>, D. Debrauwer and I. Gijbels (2026) <doi:10.1007/s00184-026-01022-9>.
How to cite:
Dieter Debrauwer (2026). Meanimiles: Estimation of Meanimiles. R package version 0.1.0, https://cran.r-project.org/web/packages/Meanimiles. Accessed 12 Sep. 2026.
Previous versions and publish date:
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Complete documentation for Meanimiles
Functions, R codes and Examples using the Meanimiles R package
Full Meanimiles package functions and examples
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