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-4.5)extremis_1.21.zip(r-4.4)extremis_1.21.zip(r-4.3)
extremis_1.21.tgz(r-4.4-x86_64)extremis_1.21.tgz(r-4.4-arm64)extremis_1.21.tgz(r-4.3-x86_64)extremis_1.21.tgz(r-4.3-arm64)
extremis_1.21.tar.gz(r-4.5-noble)extremis_1.21.tar.gz(r-4.4-noble)
extremis_1.21.tgz(r-4.4-emscripten)extremis_1.21.tgz(r-4.3-emscripten)
extremis.pdf |extremis.html✨
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 3 years agofrom:4bd73de7d4. Checks:OK: 4 WARNING: 5. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 18 2024 |
| R-4.5-win-x86_64 | WARNING | Nov 18 2024 |
| R-4.5-linux-x86_64 | WARNING | Nov 18 2024 |
| R-4.4-win-x86_64 | WARNING | Nov 18 2024 |
| R-4.4-mac-x86_64 | WARNING | Nov 18 2024 |
| R-4.4-mac-aarch64 | WARNING | Nov 18 2024 |
| R-4.3-win-x86_64 | OK | Nov 18 2024 |
| R-4.3-mac-x86_64 | OK | Nov 18 2024 |
| R-4.3-mac-aarch64 | OK | Nov 18 2024 |
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 |
