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ExtremeCI

0.2.1

Realistic Confidence Intervals for Non-Stationary Extreme Value Statistics

1packages depend
1.1Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Olivier C. PascheFirst published 2026-05-131 releasesCRAN page ↗GitHub ↗

This framework provides versatile algorithms to efficiently infer confidence intervals for extreme value statistics, such as extreme quantiles and return levels, that are representative of the asymmetric uncertainty spread, using extreme value theory extrapolation and the profile likelihood (see e.g., Coles (2001) doi:10.1007/978-1-4471-3675-0). Unlike existing algorithms, the CI endpoints are found without the need for a strict prespecified range, can be covariate-dependent, and can be based on weighted samples. This package is motivated by Zeder et al. (2023) doi:10.1029/2023GL104090 and by Pasche et al. (2026) doi:10.1007/s10687-026-00536-9.

Install

Health

CRAN checks
13OK
Slowest check: 2.0 min · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
12
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-05-13
    7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 211 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
9%

Downloads

1.1K
CRAN downloads in the past year
Rank #10,845 · ~3/day · ~89/mo
Daily download trend is not available in this view yet.
15430 days
90090 days
1.1K1 year
Compare downloads with other packages →
Also on24 r2u

Repository

Repository
1Stars
0Forks
0Open issues
0Open PRs
3Releases
7Commits
1Contributors
License GPL-3.0 · 7 commits · Last activity 2026-05-13 · 0% stars, 30d

Stars over time

2026-05-08 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/opasche/extremeci on 2026-08-16.

Continuous integration (1)
GitHub Actions
Docs source (1)
README.Rmd
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
11 external dependencies (excludes base and recommended)
Depends (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Copyright holders (1)
Author, Maintainer, Copyright holder
Listed in earlier versions (1)
no longer listed · 0.2.1
Package Timeline

1 release. R releases are shown for context.

  • 0.2.1Latest
    2026-05-13 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-05-13
Total releases
1 / 1 yrs
License
GPL (>= 3) OSI
Download size
36 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ExtremeCI")
Pasche, O. C. (2026). ExtremeCI: Realistic Confidence Intervals for Non-Stationary Extreme Value Statistics (Version 0.2.1) [Computer software]. https://doi.org/10.32614/CRAN.package.ExtremeCI

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ExtremeCI version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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