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RobExtremes (version 1.2.0)

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').

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Version

Install

install.packages('RobExtremes')

Monthly Downloads

260

Version

1.2.0

License

LGPL-3

Maintainer

Peter Ruckdeschel

Last Published

April 8th, 2019

Functions in RobExtremes (1.2.0)

Function to compute asymptotic variance of MedkMAD estimator

Generating function for Gumbel-class

Function to compute asymptotic variance of Pickands estimator

Asymmetric Median of Absolute Deviations for Skewed Distributions

GumbelLocationFamily

Generating function for Gumbel location families

movToRef-methods

Methods for Functions moving from and to reference parameter in Package `RobExtremes'

RobExtremes-package

RobExtremes -- Optimally Robust Estimation for Extreme Value Distributions

Generating function for Pareto-class

Generating function for Generalized Pareto families

Function to compute asymptotic variance of QuantileBCC estimator

checkmakeIC-methods

Methods for Functions checkIC and makeIC in Package `RobExtremes'

InternalEstimatorReturnClasses

Internal Estimator Return Classes in 'RobExtremes'

InternalProbFamilyClasses-class

Internal Classes for Method Dispatch in 'ProbFamliy' Classes

Pareto distribution

Function to compute LD (location-dispersion) estimates

LDEstimate-class

LDEstimate-class.

GumbelParameter-class

Paramter of Gumbel distributions

Gumbel distribution

Generic Functions for the Computation of Functionals

Generating function for Weibull family

ParetoParameter-class

Paramter of Pareto distributions

internal_interpolate_helpers_for_RobExtremes

Internal helper functions for generating interpolation grids for speed up in package RobExtremes

QuantileBCCEstimator

Function to compute QuantileBCC estimates for the Weibull Family

PickandsEstimator

Function to compute Pickands estimates for the GPD and GEVD

rescaleFunction-methods

Methods for Function rescaleFunction in Package `RobExtremes'

InternalProbFamilyReturnClasses-class

Internal return classes for generating functions

RobExtremesConstants

Built-in Constants in package RobExtremes

validParameter-methods

Methods for function validParameter in Package `RobExtremes'

.checkEstClassForParamFamily-methods

Methods for Function .checkEstClassForParamFamily in Package `RobExtremes'

internal_ldehelpers_for_distrMod

Internal helper functions for treating LDEstimators in package distrMod

Risk Measures for Scale-Shape Families

getStartIC-methods

Methods for Function getStartIC in Package `RobExtremes'

Generic Function for the Computation of (Conditional) Expectations

Function to compute LD (location-dispersion) estimates

ismevgpdgevdiag-methods

Methods for Diagnostic Functions in Package `RobExtremes'

Generalized EV distribution

Generating function for GEV-class

Generating function for GPareto-class

Generating function for families of Generalized Extreme Value distributions

GEVFamilyMuUnknown

Generating function for families of Generalized Extreme Value distributions

Generating function for Generalized Pareto families

GParetoParameter-class

Parameter of generalized Pareto distributions

GEVParameter-class

Parameter of generalized Pareto distributions

Generalized Pareto distribution