lax
1.2.4Loglikelihood Adjustment for Extreme Value Models
Overview
Performs adjusted inferences based on model objects fitted, using maximum likelihood estimation, by the extreme value analysis packages 'eva' https://cran.r-project.org/package=eva, 'evd' https://cran.r-project.org/package=evd, 'evir' https://cran.r-project.org/package=evir, 'extRemes' https://cran.r-project.org/package=extRemes, 'fExtremes' https://cran.r-project.org/package=fExtremes, 'ismev' https://cran.r-project.org/package=ismev, 'mev' https://cran.r-project.org/package=mev, 'POT' https://cran.r-project.org/package=POT and 'texmex' https://cran.r-project.org/package=texmex. Adjusted standard errors and an adjusted loglikelihood are provided, using the 'chandwich' package https://cran.r-project.org/package=chandwich and the object-oriented features of the 'sandwich' package https://cran.r-project.org/package=sandwich. The adjustment is based on a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007) doi:10.1093/biomet/asm015. This can be used for cluster correlated data when interest lies in the parameters of the marginal distributions, or for performing inferences that are robust to certain types of model misspecification. Univariate extreme value models, including regression models, are supported.
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
- 93%
- Documented parameters
- 91%
- Return-value docs
- 67%
- References docs
- 67%
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Dependencies
Code & Tests
Datasets
People & History
7 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.2.4Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.2.32024-02-25 · diff ↗
- 1.2.22023-12-02 · diff ↗
- 1.2.12023-09-02 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.2.02021-07-20 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.1.02019-12-05 · diff ↗
- 1.0.02019-08-25
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-08-25
- Total releases
- 7 / 7 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.3.0
- Bundled data
- 0.6 KB / 1 file
- Download size
- 101 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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