Package: extremis 1.21

extremis: Statistics of Extremes

Conducts inference in statistical models for extreme values (de Carvalho et al (2012), <doi:10.1080/03610926.2012.709905>; de Carvalho and Davison (2014), <doi:10.1080/01621459.2013.872651>; Einmahl et al (2016), <doi:10.1111/rssb.12099>).

Authors:Miguel de Carvalho [aut, cre], Rodrigo Rubio [aut], Vianey Palacios [aut], Alejandro Jara [ctb], Tim Hanson [ctb]

extremis_1.21.tar.gz
extremis_1.21.zip(r-4.7)extremis_1.21.zip(r-4.6)extremis_1.21.zip(r-4.5)
extremis_1.21.tgz(r-4.6-x86_64)extremis_1.21.tgz(r-4.6-arm64)extremis_1.21.tgz(r-4.5-x86_64)extremis_1.21.tgz(r-4.5-arm64)
extremis_1.21.tar.gz(r-4.7-arm64)extremis_1.21.tar.gz(r-4.7-x86_64)extremis_1.21.tar.gz(r-4.6-arm64)extremis_1.21.tar.gz(r-4.6-x86_64)
extremis_1.21.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
extremis/json (API)

# Install 'extremis' in R:
install.packages('extremis', repos = c('https://extremestats.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/extremestats/extremis/issues

Uses libs:
  • fortran– Runtime library for GNU Fortran applications
Datasets:
  • beatenberg - Beatenberg
  • lse - Selected Stocks from the London Stock Exchange
  • sp500 - Standard & Poor 500

On CRAN:

Conda:

fortran

2.00 score 10 scripts 251 downloads 20 exports 9 dependencies

Last updated from:4bd73de7d4. Checks:11 WARNING, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING144
linux-devel-x86_64WARNING128
source / vignettesOK150
linux-release-arm64WARNING117
linux-release-x86_64WARNING110
macos-release-arm64WARNING165
macos-release-x86_64WARNING278
macos-oldrel-arm64WARNING149
macos-oldrel-x86_64WARNING241
windows-develWARNING96
windows-releaseWARNING109
windows-oldrelWARNING99
wasm-releaseOK91

Exports:angcdfangcdf.defaultangdensityangdensity.defaultangscdfangscdf.defaultcdensitycdensity.defaultcdfcdf.defaultcmodescmodes.defaultcPTdensitycPTdensity.defaultkgvarkgvar.defaultkhetmeanskhetmeans.defaultplotFrechetplotFrechet.default

Dependencies:emplikevdlatticeMASSMatrixMatrixModelsquantregSparseMsurvival