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').

Getting started

Package details

AuthorNataliya 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 [aut, cph], Peter Ruckdeschel [cre, aut, cph]
MaintainerPeter Ruckdeschel <peter.ruckdeschel@uni-oldenburg.de>
LicenseLGPL-3
Version1.2.0
URL http://robast.r-forge.r-project.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RobExtremes")

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RobExtremes documentation built on May 2, 2019, 3:44 p.m.