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nieve: Miscellaneous Utilities for Extreme Value Analysis

Provides utility functions and objects for Extreme Value Analysis. These include probability functions with their exact derivatives w.r.t. the parameters that can be used for estimation and inference, even with censored observations. The transformations exchanging the two parameterizations of Peaks Over Threshold (POT) models: Poisson-GP and Point-Process are also provided with their derivatives.

Version: 0.1.3
Suggests: testthat, numDeriv, Renext, knitr, covr
Published: 2023-10-05
DOI: 10.32614/CRAN.package.nieve
Author: Yves Deville ORCID iD [cre, aut]
Maintainer: Yves Deville <deville.yves at alpestat.com>
BugReports: https://github.com/yvesdeville/nieve/issues/
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/yvesdeville/nieve/
NeedsCompilation: yes
Materials: NEWS ChangeLog
In views: Distributions, ExtremeValue
CRAN checks: nieve results

Documentation:

Reference manual: nieve.pdf
Vignettes: The nieve package: Yet Another Extreme Value package?

Downloads:

Package source: nieve_0.1.3.tar.gz
Windows binaries: r-devel: nieve_0.1.3.zip, r-release: nieve_0.1.3.zip, r-oldrel: nieve_0.1.3.zip
macOS binaries: r-release (arm64): nieve_0.1.3.tgz, r-oldrel (arm64): nieve_0.1.3.tgz, r-release (x86_64): nieve_0.1.3.tgz, r-oldrel (x86_64): nieve_0.1.3.tgz
Old sources: nieve archive

Reverse dependencies:

Reverse imports: gamlssx

Linking:

Please use the canonical form https://CRAN.R-project.org/package=nieve 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.
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