smoothtail

2.0.6

Smooth Estimation of GPD Shape Parameter

0packages depend

2.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Kaspar RufibachFirst published 2006-12-0212 releasesCRAN page ↗

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

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

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

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

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-smoothtail

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-smoothtail

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-smoothtail

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.6 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

README

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.6K

CRAN downloads in the past year

Rank #15,938 · ~7/day · ~218/mo

Releases R versions

Daily download trend is not available in this view yet.

29530 days

71090 days

2.6K1 year

Compare downloads with other packages →

Also on93 r2u2 autocran

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (1)

logcondens

Imports (1)

stats

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

Rd 469 (63%)R 276 (37%)

Code characteristics

Cyclomatic complexity: 3.0 median / 8 max
Documented parameters: 93%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

9 9 exported

Complexity

3.8 avg / 8 max

Call network

9 nodes / 2 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (2)

Maintainer (1)

Kaspar Rufibach

Author, Maintainer

Authors (2)

Kaspar Rufibach

Author, Maintainer

Samuel Mueller

Author

Release timeline

12 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
2.0.6Latest
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
2016-07-13 · diff ↗
R
R 3.3.0 released · 2016-05-03
2.0.4
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 events

2.0.3
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
2011-11-29 · diff ↗
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
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
2009-10-15 · diff ↗
1.1.3
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
2008-08-25 · diff ↗
R
R 2.7.0 released · 2008-04-22
1.1.1
2007-10-04 · diff ↗
R
R 2.6.0 released · 2007-10-03
1.1.0
2007-08-25 · diff ↗
R
R 2.5.0 released · 2007-04-24
1.0
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
Installed size: not tracked yet
With dependencies: not tracked yet