Estimation of Meanimiles
Overview
Provides a comprehensive suite of estimation tools for meanimiles, a general class of (risk) functionals. This package includes nonparametric estimators for univariate meanimile evaluation, copula-based estimation for portfolio risk aggregation (full parametric, semiparametric, and nonparametric), and novel estimators for meanimiles in regression settings. Following the articles D. Debrauwer, I. Gijbels, and K. Herrmann (2025) doi:10.1214/25-EJS2391, D. Debrauwer and I. Gijbels (2026) doi:10.1007/s00184-026-01022-9.
- Initial CRAN submission.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK6 OK2026-04-22
Documentation
- Help pages
- 5
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 80%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 40%
Downloads
Repository
3 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/dieterdebrauwer/meanimiles on 2026-10-21.
Dependencies
Installing Meanimiles adds 11 packages (7 with compiled code, 10 MB of source tarballs). Heaviest: copula 3.5 MB, fitdistrplus 2.4 MB, colorspace 2.0 MB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-04-21 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-04-21
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.5.0
- Download size
- 9.0 KB
Cite
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Run in R for the authors' preferred citation:
citation("Meanimiles")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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