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smoothtail

2.0.6Package record

Smooth Estimation of GPD Shape Parameter

0packages depend
2.6Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], offers several estimates to compute estimates of gamma. The estimates are based on the principle of replacing the order statistics by quantiles of a distribution function based on a log--concave density function. This procedure is justified by the fact that the GPD density is log--concave for gamma in [-1,0].

Install

Health

CRAN checks
13OK
Slowest check: 1.4 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.0.6
READMENoVignettesNoNEWSYes · 33% structuredCitation fileNoWebsiteYes
Help pages
7includes a package overview page
Examples that run
100%5 run in a plain check
Exported functions with examples
67%
Documented parameters
93%
Return-value docs
83%
Help pages citing references
100%

Downloads

2.6K
CRAN downloads in the past year
Rank #18,788 · ~7/day · ~218/mo
Daily download trend is not available in this view yet.
28130 days
70190 days
2.6K1 year
Compare downloads with other packages →
Also on66 r2u2 autocran

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)

Installing smoothtail adds 10 packages (8 with compiled code, 8.5 MB of source tarballs). Heaviest: mclust 2.7 MB, Rcpp 1.8 MB, kernlab 1.0 MB.

Depends (1)
Imports (1)
stats
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (2)
Author, Maintainer since 1.0 (2006)
Listed in earlier versions (1)
Kaspar Ru{f}{i}bach
no longer listed · 2.0.3 to 2.0.5
Releases (12)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 2.0.6Latest
    record
    2025-04-05 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 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
  • 2.0.5
    record
    2016-07-13 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • 2.0.4
    record
    2015-07-04 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
Show 22 earlier eventsHide 22 earlier events
  • 2.0.3
    record
    2014-02-06 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • R
    R 2.15.0 released · 2012-03-30
  • 2.0.1
    record
    2011-11-29 · diff ↗ ·
    added 9 exports
    dgpd, falk, falkMVUE, generalizedPick, lambdaGenPick, pgpd, pickands, qgpd, rgpd
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
  • R
    R 2.12.0 released · 2010-10-15
  • 2.0.0
    record
    2010-08-31 · diff ↗
  • R
    R 2.11.0 released · 2010-04-22
  • R
    R 2.10.0 released · 2009-10-26
  • 1.1.4
    record
    2009-10-15 · diff ↗
  • 1.1.3
    record
    2009-06-04 · diff ↗
  • R
    R 2.9.0 released · 2009-04-17
  • R
    R 2.8.0 released · 2008-10-20
  • 1.1.2
    record
    2008-08-25 · diff ↗
  • R
    R 2.7.0 released · 2008-04-22
  • 1.1.1
    record
    2007-10-04 · diff ↗
  • R
    R 2.6.0 released · 2007-10-03
  • 1.1.0
    record
    2007-08-25 · diff ↗
  • R
    R 2.5.0 released · 2007-04-24
  • 1.0
    record
    2006-12-02
  • R
    R 2.4.0 released · 2006-10-03

Package metadata

First published
2006-12-02
Total releases
12 / 20 yrs
License
GPL (>= 2) OSI
Download size
8.6 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("smoothtail")
Rufibach, K., & Mueller, S. (2025). smoothtail: Smooth Estimation of GPD Shape Parameter (Version 2.0.6) [Computer software]. https://doi.org/10.32614/CRAN.package.smoothtail

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 smoothtail version 2.0.6 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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