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]

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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'))

Peer review:

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:

20 exports 0.64 score 9 dependencies 9 scripts 337 downloads

Last updated 3 years agofrom:4bd73de7d4. Checks:OK: 4 WARNING: 5. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 01 2024
R-4.5-win-x86_64WARNINGSep 01 2024
R-4.5-linux-x86_64WARNINGSep 01 2024
R-4.4-win-x86_64WARNINGSep 01 2024
R-4.4-mac-x86_64WARNINGSep 01 2024
R-4.4-mac-aarch64WARNINGSep 01 2024
R-4.3-win-x86_64OKSep 01 2024
R-4.3-mac-x86_64OKSep 01 2024
R-4.3-mac-aarch64OKSep 01 2024

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

Dependencies:emplikevdlatticeMASSMatrixMatrixModelsquantregSparseMsurvival