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:
extremis_1.21.tar.gz
extremis_1.21.zip(r-4.7-x86_64)extremis_1.21.zip(r-4.7-arm64)extremis_1.21.zip(r-4.6-x86_64)extremis_1.21.zip(r-4.6-arm64)extremis_1.21.zip(r-4.5-x86_64)
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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✨
DESCRIPTION
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
- beatenberg - Beatenberg
- lse - Selected Stocks from the London Stock Exchange
- sp500 - Standard & Poor 500
Last updated from:4bd73de7d4. Checks:12 WARNING, 3 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | WARNING | 132 | ||
| linux-devel-x86_64 | WARNING | 111 | ||
| source / vignettes | OK | 137 | ||
| linux-release-arm64 | WARNING | 122 | ||
| linux-release-x86_64 | WARNING | 102 | ||
| macos-release-arm64 | WARNING | 116 | ||
| macos-release-x86_64 | WARNING | 343 | ||
| macos-oldrel-arm64 | WARNING | 91 | ||
| macos-oldrel-x86_64 | WARNING | 338 | ||
| windows-devel-arm64 | OK | 353 | ||
| windows-devel-x86_64 | WARNING | 144 | ||
| windows-release-arm64 | WARNING | 363 | ||
| windows-release-x86_64 | WARNING | 81 | ||
| windows-oldrel-x86_64 | WARNING | 113 | ||
| wasm-release | OK | 85 |
Exports:angcdfangcdf.defaultangdensityangdensity.defaultangscdfangscdf.defaultcdensitycdensity.defaultcdfcdf.defaultcmodescmodes.defaultcPTdensitycPTdensity.defaultkgvarkgvar.defaultkhetmeanskhetmeans.defaultplotFrechetplotFrechet.default
Dependencies:emplikevdlatticeMASSMatrixMatrixModelsquantregSparseMsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Empirical-Likelihood Based Inference for the Angular Measure | angcdf angcdf.default |
| Empirical-Likelihood Based Inference for the Angular Density | angdensity angdensity.default |
| Smooth Empirical-Likelihood Based Inference for the Angular Measure | angscdf angscdf.default |
| Beatenberg | beatenberg |
| Kernel Smoothed Joint Scedasis Density | cdensity cdensity.default |
| Empirical Scedasis Distribution Function | cdf cdf.default |
| Mode Mass Function | cmodes cmodes.default |
| Nonparametric Bayesian Estimation of Structure Scedasis Density using Mixtures of Polya Trees | cPTdensity cPTdensity.default |
| K-Geometric Means Algorithm for Value-at-Risk | kgvar kgvar.default |
| K-Means Clustering for Heteroscedastic Extremes | khetmeans khetmeans.default |
| Selected Stocks from the London Stock Exchange | lse |
| Unit Fréchet Scatterplot in Log-log Scale | plotFrechet plotFrechet.default |
| Standard & Poor 500 | sp500 |