Other packages > Find by keyword >

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 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:23), 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
SAMBA  
Selection and Misclassification Bias Adjustment for Logistic Regression Models
Health research using data from electronic health records (EHR) has gained popularity, but miscla ...
Download / Learn more Package Citations See dependency  
TMDb  
Access to TMDb API
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency  
RRedshiftSQL  
R Interface to the 'Redshift' Database
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency  
lsmeans  
Least-Squares Means
Obtain least-squares means for linear, generalized linear, and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA