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RobExtremes
View on CRAN: Click
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Download and install RobExtremes package within the R console
Install from CRAN:
install.packages("RobExtremes")
Install from Github:
library("remotes")
install_github("cran/RobExtremes")
Install by package version:
library("remotes")
install_version("RobExtremes", "1.3.2")
Attach the package and use:
library("RobExtremes")
Maintained by
Peter Ruckdeschel
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-08-03
Latest Update: 2024-02-09
Description:
Optimally robust estimation for extreme value distributions using S4 classes and
methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and
'ROptEst'); the underlying theoretic results can be found in Ruckdeschel and
Horbenko, (2013 and 2012), \doi{10.1080/02331888.2011.628022} and
\doi{10.1007/s00184-011-0366-4}.
How to cite:
Peter Ruckdeschel (2018). RobExtremes: Optimally Robust Estimation for Extreme Value Distributions. R package version 1.3.2, https://cran.r-project.org/web/packages/RobExtremes. Accessed 02 Feb. 2025.
Previous versions and publish date:
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Other R packages that RobExtremes depends,
imports, suggests or enhances
Complete documentation for RobExtremes
Functions, R codes and Examples using
the RobExtremes R package
Some associated functions: 0RobExtremes-package . E . GEV-class . GEV . GEVFamily . GEVFamilyMuUnknown . GEVParameter-class . GPareto-class . GPareto . GParetoFamily . GParetoParameter-class . Gumbel-class . Gumbel . GumbelLocationFamily . GumbelParameter-class . LDEstimate-class . LDEstimator . Pareto-class . Pareto . ParetoFamily . ParetoParameter-class . PickandsEstimator . QuantileBCCEstimator . RobExtremesConstants . Var . WeibullFamily . asvarMedkMAD . asvarPickands . asvarQBCC . checkmakeIC-methods . getCVaR . getStartIC-methods . internal-interpolate . internal-methods . internalEstimatorReturnClasses-class . internalProbFamilyClasses-class . internalProbFamilyReturnClasses-class . internalldeHelpers . interpolateSn . ismevgpdgevdiag-methods . kMAD . mov2bckRef-methods . rescaleFunction-methods . validParameter-methods .
Some associated R codes: 00fromRobAStRDA.R . AllClass.R . AllGeneric.R . AllInitialize.R . AllShow.R . Expectation.R . Functionals.R . GEV.R . GEVFamily.R . GEVFamilyMuUnknown.R . GPareto.R . GParetoFamily.R . Gumbel.R . GumbelLocationFamily.R . Kurtosis.R . L2LocScaleShapeUnion-methods.R . LDEstimator.R . Pareto.R . ParetoFamily.R . PickandsEstimator.R . QBCC.R . Skewness.R . SnQn.R . WeibullFamily.R . asvarMedkMAD.R . asvarPickands.R . bdpPickands.R . checkEstClassForParamFamiliyMethods.R . checkIC.R . getCVaR.R . getStartIC.R . getStartICPareto.R . gevgpddiag.R . internal-getpsi.R . interpolLM.R . interpolSn.R . kMAD.R . makeIC.R . move2bckRefParam.R . plotOutlyingness.R . rescaleFct.R . startEstGEV.R . startEstGPD.R . Full RobExtremes package functions and examples
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