evmix

Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

v2.12 · Sep 3, 2019 · GPL-3

Description

The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.

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CRAN Check Status

14 NOTE

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	218.6s
r-devel-linux-x86_64-debian-gcc	NOTE	137.6s
r-devel-linux-x86_64-fedora-clang	NOTE	336s
r-devel-linux-x86_64-fedora-gcc	NOTE	355.6s
r-devel-macos-arm64	NOTE	38s
r-devel-windows-x86_64	NOTE	228s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	101s
r-oldrel-windows-x86_64	NOTE	247s
r-patched-linux-x86_64	NOTE	212.6s
r-release-linux-x86_64	NOTE	190.3s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	136s
r-release-windows-x86_64	NOTE	199s

Check details (18 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),
                      email = "carl.scarrott@canterbury.ac.nz"),
               person(given = "Yang",
                      family = "Hu",
                      role = "aut"),
               person(given = "Alfadino",
                      family = "Akbar",
                      role = "aut"),
               person(given = c("University", "of"),
                      family = "Canterbury",
                      role = "aut"))
as necessary.

NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),
                      email = "carl.scarrott@canterbury.ac.nz"),
               person(given = "Yang",
                      family = "Hu",
                      role = "aut"),
               person(given = "Alfadino",
                      family = "Akbar",
                      role = "aut"),
               person(given = c("University", "of"),
                      family = "Canterbury",
                      role = "aut"))
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb

NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb

NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

Check History

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

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),

...[truncated]...
rson(given = "Alfadino",
                      family = "Akbar",
                      role = "aut"),
               person(given = c("University", "of"),
                      family = "Canterbury",
                      role = "aut"))
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),

...[truncated]...
rson(given = "Alfadino",
                      family = "Akbar",
                      role = "aut"),
               person(given = c("University", "of"),
                      family = "Canterbury",
                      role = "aut"))
as necessary.

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb

NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon
...[truncated]...
umgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

Reverse Dependencies (5)

imports

DiSCos GRIDCOPULA WData zcurve

suggests

reservr

Dependency Network

Version History

new 2.12 Mar 10, 2026

updated 2.12 ← 2.11 diff Sep 2, 2019

updated 2.11 ← 2.10 diff Jun 5, 2018

updated 2.10 ← 2.9 diff Apr 14, 2018

updated 2.9 ← 2.8 diff Feb 8, 2018

updated 2.8 ← 2.7 diff Jan 31, 2018

updated 2.7 ← 2.6 diff Apr 2, 2017

updated 2.6 ← 2.5 diff May 26, 2015

updated 2.5 ← 2.4 diff Apr 28, 2015

updated 2.4 ← 2.3 diff Jan 22, 2015

updated 2.3 ← 2.1 diff Sep 6, 2014

updated 2.1 ← 2.0 diff Jun 3, 2014

updated 2.0 ← 1.0 diff Oct 31, 2013

new 1.0 Jul 5, 2013