Optimally robust estimation for extreme value distributions using S4 classes and
methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and
'ROptEst'); the underlying theoretic results can be found in Ruckdeschel and
Horbenko, (2013 and 2012), \doi{10.1080/02331888.2011.628022} and
\doi{10.1007/s00184-011-0366-4}.
| Version: |
1.3.0 |
| Depends: |
R (≥ 3.4), methods, distrMod (≥ 2.8.0), ROptEst (≥ 1.2.0), robustbase, evd |
| Imports: |
RobAStRDA, distr, distrEx (≥ 2.8.0), RandVar, RobAStBase (≥
1.2.0), startupmsg, actuar |
| Suggests: |
RUnit (≥ 0.4.26), ismev (≥ 1.39) |
| Enhances: |
fitdistrplus (≥ 1.0-9) |
| Published: |
2024-02-09 |
| Author: |
Nataliya 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] |
| Maintainer: |
Peter Ruckdeschel <peter.ruckdeschel at uni-oldenburg.de> |
| License: |
LGPL-3 |
| URL: |
https://r-forge.r-project.org/projects/robast/ |
| NeedsCompilation: |
yes |
| Citation: |
RobExtremes citation info |
| Materials: |
NEWS |
| CRAN checks: |
RobExtremes results |