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RobExtremes

Optimally Robust Estimation for Extreme Value Distributions

v1.3.2 · Jan 15, 2025 · LGPL-3

Description

Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and 'ROptEst'); the underlying theoretic results can be found in Ruckdeschel and Horbenko, (2013 and 2012), \doi{10.1080/02331888.2011.628022} and \doi{10.1007/s00184-011-0366-4}.

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CRAN Check Status

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies distrMod ROptEst robustbase evd RobAStRDA distr distrEx RandVar RobAStBase(>= 1.2.0) startupmsg actuar RobExtremes

Version History

new 1.3.2 Mar 10, 2026
updated 1.3.2 ← 1.3.1 diff Jan 14, 2025
updated 1.3.1 ← 1.3.0 diff Sep 3, 2024
updated 1.3.0 ← 1.2.0 diff Feb 8, 2024
updated 1.2.0 ← 1.1.0 diff Apr 7, 2019
new 1.1.0 Aug 2, 2018