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RobExtremes  

Optimally Robust Estimation for Extreme Value Distributions
View on CRAN: Click here


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]
All associated links for this package
First Published: 2018-08-03
Latest Update: 2025-01-15
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 25 Jun. 2026.
Previous versions and publish date:
1.1.0 (2018-08-03 18:50), 1.2.0 (2019-04-08 18:03), 1.3.0 (2024-02-09 01:30), 1.3.1 (2024-09-04 17:20)
Other packages that cited RobExtremes R package
View RobExtremes citation profile
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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