R/nieve-package.R

In nieve: Miscellaneous Utilities for Extreme Value Analysis

##'
##' @title \packageTitle{nieve}
##' 
##' @description
##' 
##' The DESCRIPTION file:
##' \packageDESCRIPTION{nieve}
##' \packageIndices{nieve}
##' 
##' The \pkg{nieve} package provides utility functions for Extreme
##' Value Analysis. It includes the probability functions for the
##' two-parameter Generalized Pareto Distribution (GPD) and for the
##' three-parameter Generalized Extreme Value (GEV)
##' distribution. These functions are vectorized w.r.t. the parameters
##' and optionally provide the exact derivatives w.r.t. the
##' parameters: gradient and Hessian which can be used in optimization
##' e.g., to maximize the log-likelihood. Since the gradient is
##' available for the distribution function, the exact gradient of the
##' log-likelihood function is available even when censored
##' observations are used.
##'
##' These functions should behave like the probability functions of
##' the \pkg{stats} package: when a probability \code{p = 0.0} or
##' \code{p = 1.0} is given, the quantile functions should return the
##' lower and the upper end-point, be they finite or not. Also when
##' evaluated at \code{-Inf} and \code{Inf} the probability functions
##' should return \code{0.0} and \code{1.0}.
##'
##' The \pkg{nieve} package was partly funded by the French
##' \emph{Institut de Radioprotection et Sûreté
##' Nucléaire (IRSN)} and some of the code formerly was part of R
##' packages owned by the IRSN \emph{Bureau d'Expertise en
##' Hydrogéologie et sur les Risques d'Inondation, météorologiques et
##' Géotechniques} (Behrig).
##' 
##' @docType package
##' @name nieve-package
##' @useDynLib nieve, .registration=TRUE
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