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

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