evt0
1.1.5Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
Overview
The R package proposes extreme value index estimators for heavy tailed models by mean of order p DOI:10.1016/j.csda.2012.07.019, peaks over random threshold DOI:10.57805/revstat.v4i3.37 and a bias-reduced estimator DOI:10.1080/00949655.2010.547196. The package also computes moment, generalised Hill DOI:10.2307/3318416 and mixed moment estimates for the extreme value index. High quantiles and value at risk estimators based on these estimators are implemented.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 82%
Downloads
Repository
Repository practices
Checks run against github.com/lbelzile/evt0 on 2026-08-16.
No development-tooling practices detected in the upstream repository.
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
5 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.1.5Latest
- RR 4.4.0 released · 2024-04-24
- 1.1-42023-04-22 · diff ↗
- unarchivedReturned to CRAN2023-04-22
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-04-27check issues were not corrected in time length > 1 in && or ||
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
Package metadata
- First published
- 2013-11-16
- Total releases
- 5 / 13 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 1.9.0
- Bundled data
- 52 KB / 1 file
- Download size
- 64 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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