Skip to content

Loglikelihood Adjustment for Extreme Value Models

0packages dependsuggested by 1
3.9Kdownloads / year
75.3%test coverage
13/13flavors OK

Overview

About

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.

Changes in 1.2.4

Bug fixes

  • Updates to methods for mev::fit.egp() to comply with versions 2.0 and add new models.
  • Add Details, Value and Examples sections in logLik.logLikVec.Rd and logLikVec.Rd to avoid CRAN HTML validation NOTE on r-devel Debian.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 5.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.2.4
READMEYes · 316 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 1.2.4Citation fileNoWebsiteYes · pkgdown
Help pages
24 (1 internal)includes a package overview page
Examples that run
93%13 run in a plain check · 1 never run
Exported functions with examples
67%
Documented parameters
91%
Return-value docs
67%
Help pages citing references
67%

Downloads

3.9K
CRAN downloads in the past year
Rank #12,835 · ~11/day · ~325/mo
Daily download trend is not available in this view yet.
37130 days
87690 days
3.9K1 year
Compare downloads with other packages →
Also on78 r2u11 autocran

Repository

3Stars
1Forks
0Open issues
0Open PRs
7Releases
695Commits
2Commit identities
loglikelihood-adjustmentregression-modellingextremesextreme-value-analysissandwichsandwich-estimatorevdpot
License file reads as GPL-3.0 · 695 commits · Last activity 2026-01-01
Responsiveness
How these are sampled
PRs merged (all time)
50%
Median days to close, 50 most recently updated closed issues
12
Median days to close, 50 most recently updated closed PRs
2

Stars over time

2022-08-05 · 32026-07-07 · 3
PracticesBeta

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

Checks run against github.com/paulnorthrop/lax on 2026-10-18.

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 2026-01-01

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 v3 (2026-09-26)

Dependencies

Declared dependencies
18 external dependencies (excludes base and recommended)

Installing lax adds 52 packages (30 with compiled code, 45 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bayesplot 5.0 MB.

Depends (1)
R >= 3.3.0
Imports (8)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect
Suggested by 1
Suggests, most downloaded first

Datasets

People & History

People (2)
Author, Maintainer since 1.0.0 (2019), Copyright holder
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
    2025-10-21 · 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
    2024-02-25 · diff ↗
  • 1.2.2
    record
    2023-12-02 · diff ↗
  • 1.2.1
    record
    2023-09-02 · diff ↗ ·
    added 1 export
    fit_bernoulli
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.2.0
    record
    2021-07-20 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 1.1.0
    record
    2019-12-05 · diff ↗ ·
    added 1 export
    rlarg_refit
  • 1.0.0
    record
    2019-08-25
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("lax")
Northrop, P. J., & Yin, C. (2025). lax: Loglikelihood Adjustment for Extreme Value Models (Version 1.2.4) [Computer software]. https://doi.org/10.32614/CRAN.package.lax

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for lax version 1.2.4 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, 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 →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy