RobExtremes v1.2.0
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Optimally Robust Estimation for Extreme Value Distributions
Optimally robust estimation for extreme value distributions using S4 classes and
methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and
'ROptEst').
Functions in RobExtremes
| Name | Description | |
| asvarMedkMAD | Function to compute asymptotic variance of MedkMAD estimator | |
| Gumbel | Generating function for Gumbel-class | |
| asvarPickands | Function to compute asymptotic variance of Pickands estimator | |
| kMAD | 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 | |
| Pareto | Generating function for Pareto-class | |
| ParetoFamily | Generating function for Generalized Pareto families | |
| asvarQBCC | 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-class | Pareto distribution | |
| LDEstimator | Function to compute LD (location-dispersion) estimates | |
| LDEstimate-class | LDEstimate-class. | |
| GumbelParameter-class | Paramter of Gumbel distributions | |
| Gumbel-class | Gumbel distribution | |
| var | Generic Functions for the Computation of Functionals | |
| WeibullFamily | 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 | |
| getCVaR | Risk Measures for Scale-Shape Families | |
| getStartIC-methods | Methods for Function getStartIC in Package `RobExtremes' | |
| E | Generic Function for the Computation of (Conditional) Expectations | |
| interpolateSn | Function to compute LD (location-dispersion) estimates | |
| ismevgpdgevdiag-methods | Methods for Diagnostic Functions in Package `RobExtremes' | |
| GEV-class | Generalized EV distribution | |
| GEV | Generating function for GEV-class | |
| GPareto | Generating function for GPareto-class | |
| GEVFamily | Generating function for families of Generalized Extreme Value distributions | |
| GEVFamilyMuUnknown | Generating function for families of Generalized Extreme Value distributions | |
| GParetoFamily | Generating function for Generalized Pareto families | |
| GParetoParameter-class | Parameter of generalized Pareto distributions | |
| GEVParameter-class | Parameter of generalized Pareto distributions | |
| GPareto-class | Generalized Pareto distribution | |
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Details
| Date | 2019-04-08 |
| ByteCompile | yes |
| LazyLoad | yes |
| License | LGPL-3 |
| Encoding | latin1 |
| URL | http://robast.r-forge.r-project.org/ |
| LastChangedDate | {$LastChangedDate: 2019-04-02 21:10:23 +0200 (Di, 02 Apr 2019) $} |
| LastChangedRevision | {$LastChangedRevision: 1215 $} |
| VCS/SVNRevision | 1220 |
| NeedsCompilation | yes |
| Packaged | 2019-04-08 14:25:54 UTC; ruckdesc |
| Repository | CRAN |
| Date/Publication | 2019-04-08 16:03:42 UTC |
| imports | actuar , distr , distrEx (>= 2.8.0) , RandVar , RobAStBase (>= 1.2.0) , RobAStRDA , startupmsg |
| depends | distrMod (>= 2.8.1) , evd , methods , R (>= 3.4) , robustbase , ROptEst (>= 1.2.0) |
| enhances | fitdistrplus (>= 1.0-9) |
| suggests | ismev (>= 1.39) , RUnit (>= 0.4.26) |
| Contributors | Matthias Kohl, Nataliya Horbenko, Daria Pupashenko, Bernhard Spangl, Sascha Desmettre, Eugen Massini, Gerald Kroisandt |
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