Package: extremefit 1.1.0

extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

Authors:Gilles Durrieu [aut], Ion Grama [aut], Kevin Jaunatre [aut, cre], Quang-Khoai Pham [aut], Jean-Marie Tricot [aut]

extremefit_1.1.0.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
extremefit/json (API)

# Install 'extremefit' in R:

install.packages('extremefit', repos = c('https://kevinjaunatre.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

dataOyster - High-frequency noninvasive valvometry data
dataWind - Wind speed for Brest
LoadCurve - Load curve of an habitation

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.13 score 1 stars 1 packages 45 scripts 567 downloads 44 exports 0 dependencies

Last updated from:7b9d4e2696. Checks:8 OK, 1 ERROR. Indexed: yes.

Target	Result	Time
linux-devel	OK	100
source / vignettes	ERROR	155
linux-release	OK	96
macos-release	OK	143
macos-oldrel	OK	231
windows-devel	OK	61
windows-release	OK	71
windows-oldrel	OK	67
wasm-release	OK	72

Exports:bandwidth.CV bandwidth.grid Biweight.kernel bootCI bootCI.ts cox.adapt CriticalValue dburr dpareto dparetomix Epa.kernel Gaussian.kernel goftest goftest.hill.adapt goftest.hill.ts hill hill.adapt hill.ts pburr plot.hill plot.hill.adapt ppareto pparetoCP pparetomix predict.cox.adapt predict.hill predict.hill.adapt predict.hill.ts print.hill.ts probgrid qburr qpareto qparetoCP qparetomix rburr rburr.dependent Rectangular.kernel rpareto rparetoCP rparetomix Triang.kernel TruncGauss.kernel wecdf wquantile

Dependencies:

Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.

extremefit: Estimation of extreme quantiles and probabilities of rare events

Rendered fromextremefit.ltxusingR.rsp::tex

Last update: 2018-12-19
Started: 2018-12-19

Help page	Topics
Choice of the bandwidth by cross validation.	bandwidth.CV
Bandwidth Grid	bandwidth.grid
Biweight kernel function	Biweight.kernel
Pointwise confidence intervals by bootstrap	bootCI
Pointwise confidence intervals by bootstrap	bootCI.ts
Burr distribution	Burr Distribution dburr pburr qburr rburr
Compute the extreme quantile procedure for Cox model	cox.adapt
Computation of the critical value in the hill.adapt function	CriticalValue
High-frequency noninvasive valvometry data	dataOyster
Wind speed for Brest (France)	dataWind
Epanechnikov kernel function	Epa.kernel
Gaussian kernel function	Gaussian.kernel
Goodness of fit test statistics	goftest
Goodness of fit test statistics	goftest.hill.adapt
Goodness of fit test statistics for time series	goftest.hill.ts
Hill estimator	hill
Compute the extreme quantile procedure	hill.adapt
Compute the extreme quantile procedure on a time dependent data	hill.ts print.hill.ts
Load curve of an habitation	LoadCurve
Pareto distribution	dpareto Pareto Distribution ppareto qpareto rpareto
Pareto mixture distribution	dparetomix Pareto mix pparetomix qparetomix rparetomix
Hill plot	plot.hill
Hill.adapt plot	plot.hill.adapt
Pareto change point distribution	pparetoCP qparetoCP rparetoCP
Predict the survival or quantile function from the extreme procedure for the Cox model	predict.cox.adapt
Predict the adaptive survival or quantile function	predict.hill
Predict the adaptive survival or quantile function	predict.hill.adapt
Predict the adaptive survival or quantile function for a time serie	predict.hill.ts
Probability grid	probgrid
Generate Burr dependent data	rburr.dependent
Rectangular kernel function	Rectangular.kernel
Triangular kernel function	Triang.kernel
Truncated Gaussian kernel function	TruncGauss.kernel
Weighted empirical cumulative distribution function	wecdf
Weighted quantile	wquantile

Package: extremefit 1.1.0

extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)