R Observatory: Metrics for ExtremeRisks version 0.0.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

ExtremeRisks

0.0.6

Extreme Risk Measures

0packages depend

3.8Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Simone PadoanFirst published 2020-05-075 releasesCRAN page ↗

A set of procedures for estimating risks related to extreme events via risk measures such as Expectile, Value-at-Risk, etc. is provided. Estimation methods for univariate independent observations and temporal dependent observations are available. The methodology is extended to the case of independent multidimensional observations. The statistical inference is performed through parametric and non-parametric estimators. Inferential procedures such as confidence intervals, confidence regions and hypothesis testing are obtained by exploiting the asymptotic theory. Adapts the methodologies derived in Padoan and Stupfler (2022) doi:10.3150/21-BEJ1375, Davison et al. (2023) doi:10.1080/07350015.2022.2078332, Daouia et al. (2018) doi:10.1111/rssb.12254, Drees (2000) doi:10.1214/aoap/1019487617, Drees (2003) doi:10.3150/bj/1066223272, de Haan and Ferreira (2006) doi:10.1007/0-387-34471-3, de Haan et al. (2016) doi:10.1007/s00780-015-0287-6, Padoan and Rizzelli (2024) doi:10.3150/23-BEJ1668, Daouia et al. (2024) doi:10.3150/23-BEJ1632.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ExtremeRisks", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-extremerisks

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ExtremeRisks

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-ExtremeRisks

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.6 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

6

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
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 65%
Documented parameters: 100%
Return-value docs: 100%
References docs: 64%

Downloads

3.8K

CRAN downloads in the past year

Rank #6,734 · ~11/day · ~321/mo

Releases R versions

Daily download trend is not available in this view yet.

25630 days

1.2K90 days

3.8K1 year

Compare downloads with other packages →

Also on440 r2u16 autocran44 c2d4u

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (6)

evd copula mvtnorm plot3D tmvtnorm pracma

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (3)

Maintainer (1)

Simone Padoan

Maintainer, Author

Authors (3)

Simone Padoan

Maintainer, Author

Carlotta Pacifici

Author · added in 0.0.5

Gilles Stupfler

Author

Listed in earlier versions (2)

Bocconi Institute for Data Science and Analytics

no longer listed · 0.0.4 to 0.0.4-1

French National Research

no longer listed · 0.0.4 to 0.0.4-1

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

0.0.6Latest
2026-05-12 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
0.0.5
2025-10-09 · diff ↗
0.0.4-1
2025-04-27 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.0.4
2020-08-27 · diff ↗
0.0.3
2020-05-07
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-05-07
Total releases: 5 / 6 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 142 KB / 2 files
Download size: 220 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Actuarial Science Extreme Value Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ExtremeRisks")

Format

Padoan, S., Pacifici, C., & Stupfler, G. (2026). ExtremeRisks: Extreme Risk Measures (Version 0.0.6) [Computer software]. https://doi.org/10.32614/CRAN.package.ExtremeRisks

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ExtremeRisks version 0.0.6 [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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