RobExtremes (version 1.3.0)

Optimally Robust Estimation for Extreme Value Distributions

Description

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}.

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Install

install.packages('RobExtremes')

Monthly Downloads

227

Version

1.3.0

License

LGPL-3

Last Published

February 9th, 2024

Functions in RobExtremes (1.3.0)