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evt0

1.1.5

Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

0packages depend
2.4Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Leo BelzileFirst published 2013-11-165 releasesCRAN page ↗GitHub ↗

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

CRAN checks
13OK
Slowest check: 57 s · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
2
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

Documentation
READMENoVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
not tracked
Return-value docs
not tracked
References docs
82%

Downloads

2.4K
CRAN downloads in the past year
Rank #19,616 · ~7/day · ~203/mo
Daily download trend is not available in this view yet.
13330 days
55990 days
2.4K1 year
Compare downloads with other packages →
Also on94 r2u15 autocran

Repository

Repository
0Stars
0Forks
0Open issues
0Open PRs
0Releases
Last activity 2023-10-05

Repository practices

Upstream repositoryBeta

Checks run against github.com/lbelzile/evt0 on 2026-08-16.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (3)
R >= 1.9.0evdstats
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (5)
Maintainer (1)
Maintainer · added in 1.1-4
Authors (2)
Author · added in 1.1-4
Author · added in 1.1-4
Contributors (2)
Contributor · added in 1.1-4
Contributor · added in 1.1-4
Listed in earlier versions (3)
no longer listed · 1.0 to 1.1-3
no longer listed · 1.1-3
Package Timeline

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

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 1.1.5Latest
    2024-07-08 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 1.1-4
    2023-04-22 · diff ↗
  • unarchivedReturned to CRAN
    2023-04-22
  • R
    R 4.3.0 released · 2023-04-21
  • archivedRemoved from CRAN
    2022-04-27
    check issues were not corrected in time length > 1 in && or ||
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
Show 5 earlier events
  • R
    R 3.1.0 released · 2014-04-10
  • 1.1-3
    2013-12-24 · diff ↗
  • 1.1-0
    2013-11-24 · diff ↗
  • 1.0
    2013-11-16
  • R
    R 3.0.0 released · 2013-04-03

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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("evt0")
Belzile, L., Caeiro, F., Fraga Alves, M. I., Gomes, M. I., & Manjunath, B. G. (2024). evt0: Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates (Version 1.1.5) [Computer software]. https://doi.org/10.32614/CRAN.package.evt0

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for evt0 version 1.1.5 [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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