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).

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]
Date of publication2016-09-06 19:10:04
MaintainerPeter Ruckdeschel <peter.ruckdeschel@uni-oldenburg.de>
LicenseLGPL-3
Version1.0
http://robast.r-forge.r-project.org/

View on R-Forge

Man pages

0RobExtremes-package: RobExtremes - Optimally Robust Estimation for Extreme Value...

asvarMedkMAD: Function to compute asymptotic variance of MedkMAD estimator

asvarPickands: Function to compute asymptotic variance of Pickands estimator

asvarQBCC: Function to compute asymptotic variance of QuantileBCC...

E: Generic Function for the Computation of (Conditional)...

getCVaR: Risk Measures for Scale-Shape Families

getStartIC-methods: Methods for Function getStartIC in Package 'RobExtremes'

GEV: Generating function for GEV-class

GEV-class: Generalized EV distribution

GEVFamily: Generating function for families of Generalized Extreme Value...

GEVFamilyMuUnknown: Generating function for families of Generalized Extreme Value...

GEVParameter-class: Parameter of generalized Pareto distributions

GPareto: Generating function for GPareto-class

GPareto-class: Generalized Pareto distribution

GParetoFamily: Generating function for Generalized Pareto families

GParetoParameter-class: Parameter of generalized Pareto distributions

Gumbel: Generating function for Gumbel-class

Gumbel-class: Gumbel distribution

GumbelLocationFamily: Generating function for Gumbel location families

GumbelParameter-class: Paramter of Gumbel distributions

internal-interpolate: Internal helper functions for generating interpolation grids...

internalldeHelpers: Internal helper functions for treating LDEstimators in...

internal-methods: Methods for Function .checkEstClassForParamFamily in Package...

InternalReturnClasses-class: Internal return classes for generating functions

interpolateSn: Function to compute LD (location-dispersion) estimates

ismevgpdgevdiag-methods: Methods for Diagnostic Functions in Package 'RobExtremes'

kMAD: Asymmetric Median of Absolute Deviations for Skewed...

LDEstimate-class: LDEstimate-class.

LDEstimator: Function to compute LD (location-dispersion) estimates

mov2bckRef-methods: Methods for Functions moving from and to reference parameter...

Pareto: Generating function for Pareto-class

Pareto-class: Pareto distribution

ParetoFamily: Generating function for Generalized Pareto families

ParetoParameter-class: Paramter of Pareto distributions

PickandsEstimator: Function to compute Pickands estimates for the GPD and GEVD

QuantileBCCEstimator: Function to compute QuantileBCC estimates for the Weibull...

rescaleFunction-methods: Methods for Function rescaleFunction in Package 'RobExtremes'

RobExtremesConstants: Built-in Constants in package RobExtremes

validParameter-methods: Methods for function validParameter in Package 'RobExtremes'

Var: Generic Functions for the Computation of Functionals

WeibullFamily: Generating function for Weibull family

Files in this package

RobExtremes/DESCRIPTION
RobExtremes/NAMESPACE
RobExtremes/R
RobExtremes/R/00fromRobAStRDA.R RobExtremes/R/AllClass.R RobExtremes/R/AllGeneric.R RobExtremes/R/AllInitialize.R RobExtremes/R/AllShow.R RobExtremes/R/Expectation.R RobExtremes/R/Functionals.R RobExtremes/R/GEV.R RobExtremes/R/GEVFamily.R RobExtremes/R/GEVFamilyMuUnknown.R RobExtremes/R/GPareto.R RobExtremes/R/GParetoFamily.R
RobExtremes/R/Gumbel.R
RobExtremes/R/GumbelLocationFamily.R RobExtremes/R/Kurtosis.R RobExtremes/R/LDEstimator.R RobExtremes/R/Pareto.R RobExtremes/R/ParetoFamily.R RobExtremes/R/PickandsEstimator.R RobExtremes/R/QBCC.R RobExtremes/R/Skewness.R RobExtremes/R/SnQn.R RobExtremes/R/WeibullFamily.R RobExtremes/R/asvarMedkMAD.R RobExtremes/R/asvarPickands.R RobExtremes/R/bdpPickands.R RobExtremes/R/checkEstClassForParamFamiliyMethods.R RobExtremes/R/getCVaR.R RobExtremes/R/getStartIC.R RobExtremes/R/gevgpddiag.R RobExtremes/R/internal-getpsi.R RobExtremes/R/interpolLM.R RobExtremes/R/interpolSn.R RobExtremes/R/kMAD.R RobExtremes/R/move2bckRefParam.R RobExtremes/R/plotOutlyingness.R RobExtremes/R/rescaleFct.R RobExtremes/R/startEstGEV.R RobExtremes/R/startEstGPD.R
RobExtremes/inst
RobExtremes/inst/AddMaterial
RobExtremes/inst/AddMaterial/comment.txt
RobExtremes/inst/AddMaterial/interpolation
RobExtremes/inst/AddMaterial/interpolation/SnTest.Rdata
RobExtremes/inst/AddMaterial/interpolation/Snplot.pdf
RobExtremes/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt
RobExtremes/inst/AddMaterial/interpolation/checkSn.R
RobExtremes/inst/AddMaterial/interpolation/getLMInterpol.R
RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R
RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R
RobExtremes/inst/CITATION
RobExtremes/inst/NEWS
RobExtremes/inst/TOBEDONE
RobExtremes/inst/scripts
RobExtremes/inst/scripts/ExamplesForDiagnosticsWrappersWithGEVGPD.R
RobExtremes/inst/scripts/GEVcheck.R
RobExtremes/inst/scripts/GumbelLocationModel.R
RobExtremes/man
RobExtremes/man/0RobExtremes-package.Rd RobExtremes/man/E.Rd RobExtremes/man/GEV-class.Rd RobExtremes/man/GEV.Rd RobExtremes/man/GEVFamily.Rd RobExtremes/man/GEVFamilyMuUnknown.Rd RobExtremes/man/GEVParameter-class.Rd RobExtremes/man/GPareto-class.Rd RobExtremes/man/GPareto.Rd RobExtremes/man/GParetoFamily.Rd RobExtremes/man/GParetoParameter-class.Rd RobExtremes/man/Gumbel-class.Rd RobExtremes/man/Gumbel.Rd RobExtremes/man/GumbelLocationFamily.Rd RobExtremes/man/GumbelParameter-class.Rd RobExtremes/man/InternalReturnClasses-class.Rd RobExtremes/man/LDEstimate-class.Rd RobExtremes/man/LDEstimator.Rd RobExtremes/man/Pareto-class.Rd RobExtremes/man/Pareto.Rd RobExtremes/man/ParetoFamily.Rd RobExtremes/man/ParetoParameter-class.Rd RobExtremes/man/PickandsEstimator.Rd RobExtremes/man/QuantileBCCEstimator.Rd RobExtremes/man/RobExtremesConstants.Rd RobExtremes/man/Var.Rd RobExtremes/man/WeibullFamily.Rd RobExtremes/man/asvarMedkMAD.Rd RobExtremes/man/asvarPickands.Rd RobExtremes/man/asvarQBCC.Rd RobExtremes/man/getCVaR.Rd RobExtremes/man/getStartIC-methods.Rd RobExtremes/man/internal-interpolate.Rd RobExtremes/man/internal-methods.Rd RobExtremes/man/internalldeHelpers.Rd RobExtremes/man/interpolateSn.Rd RobExtremes/man/ismevgpdgevdiag-methods.Rd RobExtremes/man/kMAD.Rd RobExtremes/man/mov2bckRef-methods.Rd RobExtremes/man/rescaleFunction-methods.Rd RobExtremes/man/validParameter-methods.Rd
RobExtremes/src
RobExtremes/src/kMad.c

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.