R Observatory: Metrics for exdex version 1.2.4

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

exdex

1.2.4Package record

Estimation of the Extremal Index

3packages depend

26.9Kdownloads / year

84.9%test coverage

13/13flavors OK

Overview

About

Maintained by Paul J. NorthropCRAN page ↗GitHub ↗Website ↗Issues ↗

Performs frequentist inference for the extremal index of a stationary time series. Two types of methodology are used. One type is based on a model that relates the distribution of block maxima to the marginal distribution of series and leads to the semiparametric maxima estimators described in Northrop (2015) doi:10.1007/s10687-015-0221-5 and Berghaus and Bucher (2018) doi:10.1214/17-AOS1621. Sliding block maxima are used to increase precision of estimation. A graphical block size diagnostic is provided. The other type of methodology uses a model for the distribution of threshold inter-exceedance times (Ferro and Segers (2003) doi:10.1111/1467-9868.00401). Three versions of this type of approach are provided: the iterated weight least squares approach of Suveges (2007) doi:10.1007/s10687-007-0034-2, the K-gaps model of Suveges and Davison (2010) doi:10.1214/09-AOAS292 and a similar approach of Holesovsky and Fusek (2020) doi:10.1007/s10687-020-00374-3 that we refer to as D-gaps. For the K-gaps and D-gaps models this package allows missing values in the data, can accommodate independent subsets of data, such as monthly or seasonal time series from different years, and can incorporate information from right-censored inter-exceedance times. Graphical diagnostics for the threshold level and the respective tuning parameters K and D are provided.

Changes in 1.2.4

Bug fixes and minor improvements

Implements the patch described in Rcpp Issue #1406 to avoid masking of Rf_error().

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("exdex", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("paulnorthrop/exdex")

Development version from paulnorthrop/exdex. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-exdex

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-exdex

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-exdex

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 4.2 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-04-22
ERROR13 OK, 1 ERROR2026-04-18
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.2.4

READMEYes · 373 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 1.2.4Citation fileNoWebsiteYes · pkgdown

Help pages: 33 (1 internal)includes a package overview page
Examples that run: 94%17 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 87%
Documented parameters: 87%
Return-value docs: 100%
Help pages citing references: 67%

Vignettes (1)

Introducing exdex: Estimation of the Extremal Index

How these are measured

Downloads

26.9K

CRAN downloads in the past year

Rank #2,832 · ~74/day · ~2.2K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.8K30 days

5.2K90 days

26.9K1 year

Compare downloads with other packages →

Also on676 r2u6 autocran106 c2d4u

How downloads are counted

Repository

paulnorthrop/exdex ↗Account: paulnorthrop

0Stars

1Forks

0Open issues

0Open PRs

7Releases

650Commits

1Commit identities

extremal-indexextremesthetaextreme-value-statisticsextremevalueinferenceblock-maxima

License file reads as GPL-3.0 · 650 commits · Last activity 2026-02-14

Responsiveness

How these are sampled

PRs merged (all time): 0%
Median days to close, 50 most recently updated closed issues: not measured
Median days to close, 50 most recently updated closed PRs: 0

Forks over time

2019-03-06 · 12026-07-07 · 1

How these are measured

PracticesBeta

8 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/paulnorthrop/exdex on 2026-10-21.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (3)

README.Rmdpkgdown

GitHub Pages site last deployed 2026-02-14

Coverage (1)

Coverage reporting

CRAN release process (1)

cran-comments.md

Show all practicesHide 1 practice

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Installing exdex adds 5 packages (3 with compiled code, 3.0 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, chandwich 110 KB.

Depends (1)

R >= 3.3.0

Imports (6)

chandwichgraphicsmethodsRcpp RcppRollstats

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (5)

knitr revdbayes rmarkdown testthat zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

3indirect

Imports 3

Depends, Imports or LinkingTo, most downloaded first

revdbayes lax lite

How these are counted

Code & Tests

Datasets

People & History

People (2)

Paul J. Northrop

Constantinos Christodoulides

Author, Copyright holder

Listed in earlier versions (1)

Paul J.

no longer listed · 1.0.0 to 1.2.4

Releases (7)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.2.4Latest
record
2026-01-11 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.2.3
record
2023-12-02 · diff ↗
1.2.2
record
2023-09-10 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.2.1
record
2022-04-16 · diff ↗ ·
removed 1 export
imt_stat

added 6 exports
choose_ud, dgaps, dgaps_imt, dgaps_imt_stat, dgaps_stat, kgaps_imt_stat
1.1.1
record
2022-03-25 · diff ↗ ·
added 2 exports
imt_stat, split_by_NAs
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.0.1
record
2019-08-06 · diff ↗
1.0.0
record
2019-08-03
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-08-03
Total releases: 7 / 7 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.3.0
Bundled data: 225 KB / 6 files
Download size: 328 KB

Appears in task views

Missing Data

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("exdex")

Format

Northrop, P. J., & Christodoulides, C. (2026). exdex: Estimation of the Extremal Index (Version 1.2.4) [Computer software]. https://doi.org/10.32614/CRAN.package.exdex

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for exdex version 1.2.4 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →