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extremefit  

Estimation of Extreme Conditional Quantiles and Probabilities
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("extremefit", "1.1.0")



Attach the package and use:
library("extremefit")
Maintained by
Kevin Jaunatre
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-05-23
Latest Update: 2025-04-10
Description:
Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.
How to cite:
Kevin Jaunatre (2016). extremefit: Estimation of Extreme Conditional Quantiles and Probabilities. R package version 1.1.0, https://cran.r-project.org/web/packages/extremefit. Accessed 05 Jun. 2026.
Previous versions and publish date:
0.1.1 (2016-06-01 16:10), 0.1.3 (2016-11-07 17:22), 0.1 (2016-05-23 16:28), 0.2.0 (2016-12-02 23:31), 0.2.2 (2017-03-21 16:13), 0.2.3 (2017-11-17 11:09), 0.2.4 (2018-11-28 15:10), 0.2.5 (2018-12-11 13:00), 1.0.0 (2018-12-19 15:00), 1.0.1 (2019-01-15 16:50), 1.0.2 (2019-05-04 10:50), 1.0.3 (2025-04-10 21:20)
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Complete documentation for extremefit
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