RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and 'ROptEst'); the underlying theoretic results can be found in Ruckdeschel and Horbenko, (2013 and 2012), \doi{10.1080/02331888.2011.628022} and \doi{10.1007/s00184-011-0366-4}.

Version: 1.3.1
Depends: R (≥ 3.4), methods, distrMod (≥ 2.8.0), ROptEst (≥ 1.2.0), robustbase, evd
Imports: RobAStRDA, distr, distrEx (≥ 2.8.0), RandVar, RobAStBase (≥ 1.2.0), startupmsg, actuar
Suggests: RUnit (≥ 0.4.26), ismev (≥ 1.39)
Enhances: fitdistrplus (≥ 1.0-9)
Published: 2024-09-04
DOI: 10.32614/CRAN.package.RobExtremes
Author: Nataliya Horbenko [aut, cph], Bernhard Spangl [ctb] (contributed smoothed grid values of the Lagrange multipliers), Sascha Desmettre [ctb] (contributed smoothed grid values of the Lagrange multipliers), Eugen Massini [ctb] (contributed an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed grid values of the Lagrange multipliers), Daria Pupashenko [ctb] (contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14), Gerald Kroisandt [ctb] (contributed testing routines), Matthias Kohl ORCID iD [aut, cph], Peter Ruckdeschel ORCID iD [cre, aut, cph]
Maintainer: Peter Ruckdeschel <peter.ruckdeschel at uni-oldenburg.de>
License: LGPL-3
URL: https://r-forge.r-project.org/projects/robast/
NeedsCompilation: yes
Citation: RobExtremes citation info
Materials: NEWS
CRAN checks: RobExtremes results

Documentation:

Reference manual: RobExtremes.pdf

Downloads:

Package source: RobExtremes_1.3.1.tar.gz
Windows binaries: r-devel: RobExtremes_1.3.1.zip, r-release: RobExtremes_1.3.1.zip, r-oldrel: RobExtremes_1.3.1.zip
macOS binaries: r-release (arm64): RobExtremes_1.3.1.tgz, r-oldrel (arm64): RobExtremes_1.3.1.tgz, r-release (x86_64): RobExtremes_1.3.1.tgz, r-oldrel (x86_64): RobExtremes_1.3.1.tgz
Old sources: RobExtremes archive

Reverse dependencies:

Reverse enhances: distrMod

Linking:

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