Loglikelihood 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.
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.RdandlogLikVec.Rdto avoid CRAN HTML validation NOTE on r-devel Debian.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- 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%
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- 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
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Dependencies
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.
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- RR 4.6.0 released · 2026-04-24
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- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
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- RR 4.3.0 released · 2023-04-21
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- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.1.0
- 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
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