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

Functions

APERYCONSTANT Man page
asvarMedkMAD Man page
asvarPickands Man page
asvarQBCC Man page
.checkEstClassForParamFamily Man page
.checkEstClassForParamFamily,GEVFamily,Estimate-method Man page
.checkEstClassForParamFamily,GEVFamily,kStepEstimate-method Man page
.checkEstClassForParamFamily,GEVFamily,LDEstimate-method Man page
.checkEstClassForParamFamily,GEVFamily,MCEstimate-method Man page
.checkEstClassForParamFamily,GEVFamilyMuUnknown,Estimate-method Man page
.checkEstClassForParamFamily,GEVFamilyMuUnknown,kStepEstimate-me Man page
.checkEstClassForParamFamily,GEVFamilyMuUnknown,LDEstimate-metho Man page
.checkEstClassForParamFamily,GEVFamilyMuUnknown,MCEstimate-metho Man page
.checkEstClassForParamFamily,GParetoFamily,Estimate-method Man page
.checkEstClassForParamFamily,GParetoFamily,kStepEstimate-method Man page
.checkEstClassForParamFamily,GParetoFamily,LDEstimate-method Man page
.checkEstClassForParamFamily,GParetoFamily,MCEstimate-method Man page
.checkEstClassForParamFamily-methods Man page
dispersion Man page
dispersion,LDEstimate-method Man page
DistributionsIntegratingByQuantiles-class Man page
E Man page
E,DistributionsIntegratingByQuantiles,function,missing-method Man page
E,Gammad,function,missing-method Man page
E,GEV,function,missing-method Man page
E,GEV,missing,missing-method Man page
E,GPareto,function,missing-method Man page
E,GPareto,missing,missing-method Man page
E,Gumbel,missing,missing-method Man page
E-methods Man page
E,Pareto,function,missing-method Man page
E,Pareto,missing,missing-method Man page
EULERMASCHERONICONSTANT Man page
E,Weibull,function,missing-method Man page
.generateInterpGridSn Man page
getCVaR Man page
getEL Man page
.getLMGrid Man page
.getPsi Man page
getShapeGrid Man page
getSnGrid Man page
getStartIC Man page
getStartIC,L2LocScaleShapeUnion,interpolRisk-method Man page
getStartIC,L2ScaleShapeUnion,interpolRisk-method Man page
getStartIC-methods Man page
getVaR Man page
GEV Man page
GEV-class Man page
gev.diag Man page
gev.diag,GEVEstimate-method Man page
gev.diag,gev.fit-method Man page
gev.diag-methods Man page
GEVFamily Man page
GEVFamily-class Man page
GEVFamilyMuUnknown Man page
GEVFamilyMuUnknown-class Man page
*,GEV,numeric-method Man page
+,GEV,numeric-method Man page
GEVParameter-class Man page
gev.prof Man page
gev.prof,GEVEstimate-method Man page
gev.prof,gev.fit-method Man page
gev.profxi Man page
gev.profxi,GEVEstimate-method Man page
gev.profxi,gev.fit-method Man page
gev.profxi-methods Man page
GPareto Man page
GPareto-class Man page
GParetoFamily Man page
GParetoFamily-class Man page
*,GPareto,numeric-method Man page
+,GPareto,numeric-method Man page
GParetoParameter-class Man page
gpd.diag Man page
gpd.diag,GPDEstimate-method Man page
gpd.diag,gpd.fit-method Man page
gpd.diag-methods Man page
gpd.prof Man page
gpd.prof,GPDEstimate-method Man page
gpd.prof,gpd.fit-method Man page
gpd.profxi Man page
gpd.profxi,GPDEstimate-method Man page
gpd.profxi,gpd.fit-method Man page
gpd.profxi-methods Man page
Gumbel Man page
Gumbel-class Man page
GumbelLocationFamily Man page
GumbelLocationFamily-class Man page
*,Gumbel,numeric-method Man page
+,Gumbel,numeric-method Man page
GumbelParameter-class Man page
initialize,GEV-method Man page
initialize,GPareto-method Man page
initialize,Gumbel-method Man page
initialize,Pareto-method Man page
internal_interpolate_helpers_for_RobExtremes Man page
internal_ldehelpers_for_distrMod Man page
InternalReturnClasses-class Man page
interpolateSn Man page
IQR Man page
IQR,GEV-method Man page
IQR,GPareto-method Man page
IQR,Gumbel-method Man page
IQR-methods Man page
IQR,Pareto-method Man page
.is.na.Psi Man page
kMAD Man page
kMAD-methods Man page
kMAD,numeric,numeric-method Man page
kMAD,UnivariateDistribution,numeric-method Man page
kurtosis Man page
kurtosis,GEV-method Man page
kurtosis,GPareto-method Man page
kurtosis,Gumbel-method Man page
kurtosis-methods Man page
kurtosis,Pareto-method Man page
LDEstimate-class Man page
LDEstimator Man page
.LDMatch Man page
loc Man page
loc<- Man page
location<-,GEV-method Man page
location,GEV-method Man page
location<-,GEVParameter-method Man page
location,GEVParameter-method Man page
location<-,GPareto-method Man page
location,GPareto-method Man page
location<-,GParetoParameter-method Man page
location,GParetoParameter-method Man page
location,LDEstimate-method Man page
loc<-,GEV-method Man page
loc,GEV-method Man page
loc<-,GEVParameter-method Man page
loc,GEVParameter-method Man page
loc<-,GPareto-method Man page
loc,GPareto-method Man page
loc<-,GParetoParameter-method Man page
loc,GParetoParameter-method Man page
loc<-,Gumbel-method Man page
loc,Gumbel-method Man page
loc<-,GumbelParameter-method Man page
loc,GumbelParameter-method Man page
.MBRE.xi Man page
median Man page
median,GEV-method Man page
median,GPareto-method Man page
median,Gumbel-method Man page
median-methods Man page
median,Pareto-method Man page
medkMAD Man page
medkMADhybr Man page
medQn Man page
medSn Man page
Min<-,Pareto-method Man page
Min,Pareto-method Man page
Min<-,ParetoParameter-method Man page
Min,ParetoParameter-method Man page
.modify.xi.PFam.call Man page
moveICBackFromRefParam Man page
moveICBackFromRefParam,IC,L2LocScaleShapeUnion-method Man page
moveICBackFromRefParam,IC,L2ScaleShapeUnion-method Man page
moveICBackFromRefParam-methods Man page
moveL2Fam2RefParam Man page
moveL2Fam2RefParam,L2ScaleShapeUnion-method Man page
moveL2Fam2RefParam-methods Man page
.OMSE.xi Man page
Pareto Man page
Pareto-class Man page
ParetoFamily Man page
ParetoFamily-class Man page
ParetoParameter-class Man page
PickandsEstimator Man page
.PickandsEstimator Man page
.prepend Man page
print.riskMeasure Man page
.QBCC Man page
Qn Man page
Qn,AffLinDistribution-method Man page
Qn,ANY-method Man page
Qn,DiscreteDistribution-method Man page
Qn-methods Man page
Qn,Norm-method Man page
Qn,UnivariateDistribution-method Man page
QuantileBCCEstimator Man page
rescaleFunction,GEVFamily-method Man page
rescaleFunction,GEVFamilyMuUnknown-method Man page
rescaleFunction,GParetoFamily-method Man page
.RMXE.xi Man page
RobExtremes Man page
RobExtremes-package Man page
scale<-,GEV-method Man page
scale,GEV-method Man page
scale<-,GEVParameter-method Man page
scale,GEVParameter-method Man page
scale<-,GPareto-method Man page
scale,GPareto-method Man page
scale<-,GParetoParameter-method Man page
scale,GParetoParameter-method Man page
scale<-,Gumbel-method Man page
scale,Gumbel-method Man page
scale<-,GumbelParameter-method Man page
scale,GumbelParameter-method Man page
shape Man page
shape<- Man page
shape<-,GEV-method Man page
shape,GEV-method Man page
shape<-,GEVParameter-method Man page
shape,GEVParameter-method Man page
shape<-,GPareto-method Man page
shape,GPareto-method Man page
shape<-,GParetoParameter-method Man page
shape,GParetoParameter-method Man page
shape<-,Pareto-method Man page
shape,Pareto-method Man page
shape<-,ParetoParameter-method Man page
shape,ParetoParameter-method Man page
show,LDEstimate-method Man page
skewness Man page
skewness,GEV-method Man page
skewness,GPareto-method Man page
skewness,Gumbel-method Man page
skewness-methods Man page
skewness,Pareto-method Man page
Sn Man page
Sn,AffLinDistribution-method Man page
Sn,ANY-method Man page
Sn,DiscreteDistribution-method Man page
Sn,Gammad-method Man page
Sn,GEV-method Man page
Sn,GPareto-method Man page
Sn-methods Man page
Sn,Norm-method Man page
Sn,UnivariateDistribution-method Man page
Sn,Weibull-method Man page
.svInt Man page
validParameter Man page
validParameter,GEVFamily-method Man page
validParameter,GEVFamilyMuUnknown-method Man page
validParameter,GParetoFamily-method Man page
validParameter-methods Man page
validParameter,ParetoFamily-method Man page
validParameter,WeibullFamily-method Man page
var Man page
var,GEV-method Man page
var,GPareto-method Man page
var,Gumbel-method Man page
var-methods Man page
var,Pareto-method Man page
WeibullFamily Man page
WeibullFamily-class Man page

Files

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

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