The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

evt0: Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

The R package proposes extreme value index estimators for heavy tailed models by mean of order p <doi:10.1016/j.csda.2012.07.019>, peaks over random threshold <doi:10.57805/revstat.v4i3.37> and a bias-reduced estimator <doi:10.1080/00949655.2010.547196>. The package also computes moment, generalised Hill <doi:10.2307/3318416> and mixed moment estimates for the extreme value index. High quantiles and value at risk estimators based on these estimators are implemented.

Version: 1.1-4
Depends: R (≥ 1.9.0), evd, stats
Published: 2023-04-21
Author: Leo Belzile ORCID iD [cre], B. G. Manjunath ORCID iD [aut], Frederico Caeiro [aut], Maria Ivette. Gomes ORCID iD [ctb], Maria Isabel Fraga Alves ORCID iD [ctb]
Maintainer: Leo Belzile <belzilel at gmail.com>
BugReports: https://github.com/lbelzile/evt0/issues/
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: evt0 citation info
Materials: NEWS
CRAN checks: evt0 results

Documentation:

Reference manual: evt0.pdf

Downloads:

Package source: evt0_1.1-4.tar.gz
Windows binaries: r-devel: evt0_1.1-4.zip, r-release: evt0_1.1-4.zip, r-oldrel: evt0_1.1-4.zip
macOS binaries: r-release (arm64): evt0_1.1-4.tgz, r-oldrel (arm64): evt0_1.1-4.tgz, r-release (x86_64): evt0_1.1-4.tgz, r-oldrel (x86_64): evt0_1.1-4.tgz
Old sources: evt0 archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=evt0 to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.