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lax
View on CRAN: Click
here
Download and install lax package within the R console
Install from CRAN:
install.packages("lax")
Install from Github:
library("remotes")
install_github("cran/lax") Install by package version:
library("remotes")
install_version("lax", "1.2.4") Attach the package and use:
library("lax")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-08-25
Latest Update: 2024-02-25
Description:
Performs adjusted inferences based on model objects fitted, using
maximum likelihood estimation, by the extreme value analysis packages
'eva' ,
'evd' ,
'evir' ,
'extRemes' ,
'fExtremes' ,
'ismev' ,
'mev' ,
'POT' and
'texmex' .
Adjusted standard errors and an adjusted loglikelihood are provided, using
the 'chandwich' package
and the object-oriented features of the 'sandwich' package
. The adjustment is based on a
robust sandwich estimator of the parameter covariance matrix, based on the
methodology in Chandler and Bate (2007) . This
can be used for cluster correlated data when interest lies in the
parameters of the marginal distributions, or for performing inferences that
are robust to certain types of model misspecification. Univariate extreme
value models, including regression models, are supported.
How to cite:
Paul J. Northrop (2019). lax: Loglikelihood Adjustment for Extreme Value Models. R package version 1.2.4, https://cran.r-project.org/web/packages/lax. Accessed 26 Aug. 2026.
Previous versions and publish date:
Other packages that cited lax R package
View lax citation profile
Other R packages that lax depends,
imports, suggests or enhances
Complete documentation for lax
Functions, R codes and Examples using
the lax R package
Some associated functions: POT . alogLik . anova.lax . bernoulli . eva . evd . evir . extRemes . fExtremes . ismev . ismev_refits . lax-internal . lax-package . logLik.logLikVec . logLikVec . mev . ow . plot.retlev . pot_refit . print.retlev . print.summary.retlev . return_level . summary.retlev . texmex .
Some associated R codes: POT.R . POT_fitgpd.R . POT_methods.R . alogLik_methods.R . anova.R . bernoulli.R . estfun.R . eva.R . eva_gevr.R . eva_gpd.R . evd.R . evd_fgev.R . evd_fpot.R . evd_methods.R . evir.R . evir_gev.R . evir_gpd.R . evir_methods.R . evir_pot.R . evir_repot.R . extRemes.R . extRemes_fevd.R . extRemes_methods.R . fExtremes.R . fExtremes_gev.R . fExtremes_gpd.R . fExtremes_methods.R . ismev.R . ismev_gev_fit.R . ismev_gpd_fit.R . ismev_methods.R . ismev_pp_fit.R . ismev_refits.R . ismev_rlarg_fit.R . lax-internal.R . lax-package.R . lax_methods.R . mev.R . mev_egp.R . mev_gev.R . mev_gpd.R . mev_pp.R . mev_rlarg.R . return_level.R . texmex.R . texmex_evm.R . texmex_methods.R . Full lax package functions and examples
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