RuoqingYin/oolax: Object-orientated Loglikelihood Adjustment for Extreme Value Models
Provides functions for loglikelihood adjustment for fitting extreme value models. The fitted object is from the package 'evd' and 'ismev' for extreme value analysis. The 'chandwich' package <https://cran.r-project.org/web/packages/chandwich/index.html> is used to construct the adjustment given the clustered data. The 'sandwich' package <https://cran.r-project.org/web/packages/sandwich/index.html> is used to adjust the robust covariance matrix estimators.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 1.0.0.9000 |
| URL | http://github.com/paulnorthrop/oolax |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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