{ "_id": "6a22a512cd65a98ecbd598b3", "Package": "RobExtremes", "Version": "1.3.2", "Date": "2025-01-12", "Title": "Optimally Robust Estimation for Extreme Value Distributions", "Description": "Optimally robust estimation for extreme value\ndistributions using S4 classes and methods (based on packages\n'distr', 'distrEx', 'distrMod', 'RobAStBase', and 'ROptEst');\nthe underlying theoretic results can be found in Ruckdeschel\nand Horbenko, (2013 and 2012),\n\\doi{10.1080/02331888.2011.628022} and\n\\doi{10.1007/s00184-011-0366-4}.", "Authors@R": "c(person(\"Nataliya\", \"Horbenko\", role=c(\"aut\",\"cph\")), person(\"Bernhard\", \"Spangl\",\nrole=\"ctb\", comment=\"contributed smoothed grid values of the Lagrange\nmultipliers\"), person(\"Sascha\", \"Desmettre\", role=\"ctb\", comment=\"contributed\nsmoothed grid values of the Lagrange multipliers\"), person(\"Eugen\", \"Massini\",\nrole=\"ctb\", comment=\"contributed an interactive smoothing routine for smoothing\nthe Lagrange multipliers and smoothed grid values of the Lagrange multipliers\"),\nperson(\"Daria\", \"Pupashenko\", role=\"ctb\", comment=\"contributed MDE-estimation for\nGEV distribution in the framework of her PhD thesis 2011--14\"), person(\"Gerald\",\n\"Kroisandt\", role=\"ctb\", comment=\"contributed testing routines\"),\nperson(\"Matthias\", \"Kohl\", role=c(\"aut\", \"cph\"), comment = c(ORCID =\n\"0000-0001-9514-8910\")), person(\"Peter\", \"Ruckdeschel\", role=c(\"cre\", \"aut\",\n\"cph\"), email=\"peter.ruckdeschel@uni-oldenburg.de\", comment = c(ORCID =\n\"0000-0001-7815-4809\")))", "ByteCompile": "yes", "LazyLoad": "yes", "License": "LGPL-3", "Encoding": "UTF-8", "URL": "https://r-forge.r-project.org/projects/robast/", "LastChangedDate": "{$LastChangedDate$}", "LastChangedRevision": "{$LastChangedRevision$}", "VCS/SVNRevision": "1325", "Repository": "https://r-forge.r-universe.dev", "Date/Publication": "2025-01-19 16:58:14 UTC", "RemoteUrl": "https://github.com/r-forge/robast", "RemoteRef": "HEAD", "RemoteSha": "c818774979e090e0fe7fd88f4f9fa51552d3bd87", "RemoteSubdir": "pkg/RobExtremes", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-05 10:21:47 UTC", "User": "root" }, "Author": "Nataliya Horbenko [aut, cph],\nBernhard Spangl [ctb] (contributed smoothed grid values of the Lagrange\nmultipliers),\nSascha Desmettre [ctb] (contributed smoothed grid values of the\nLagrange multipliers),\nEugen Massini [ctb] (contributed an interactive smoothing routine for\nsmoothing the Lagrange multipliers and smoothed grid values of the\nLagrange multipliers),\nDaria Pupashenko [ctb] (contributed MDE-estimation for GEV distribution\nin the framework of her PhD thesis 2011--14),\nGerald Kroisandt [ctb] (contributed testing routines),\nMatthias Kohl [aut, cph] (ORCID:\n),\nPeter Ruckdeschel [cre, aut, cph] (ORCID:\n)", "Maintainer": "Peter Ruckdeschel ", "MD5sum": "99df0a9c184d162a368d27691b2782c8", "_user": "r-forge", "_type": "src", "_file": 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".checkEstClassForParamFamily,GParetoFamily,ORobEstimate-method", ".checkEstClassForParamFamily-methods" ] }, { "page": "asvarMedkMAD", "title": "Function to compute asymptotic variance of MedkMAD estimator", "topics": [ "asvarMedkMAD" ] }, { "page": "asvarPickands", "title": "Function to compute asymptotic variance of Pickands estimator", "topics": [ "asvarPickands" ] }, { "page": "asvarQBCC", "title": "Function to compute asymptotic variance of QuantileBCC estimator", "topics": [ "asvarQBCC" ] }, { "page": "checkmakeIC-methods", "title": "Methods for Functions checkIC and makeIC in Package `RobExtremes'", "concept": [ "influence curve" ], "topics": [ "checkIC,IC,GEVFamily-method", "checkIC,IC,GEVFamilyMuUnknown-method", "checkIC,IC,GParetoFamily-method", "checkIC,IC,ParetoFamily-method", "makeIC,IC,GEVFamily-method", "makeIC,IC,GEVFamilyMuUnknown-method", "makeIC,IC,GParetoFamily-method", "makeIC,IC,ParetoFamily-method" ] }, { "page": "E", "title": "Generic Function for the Computation of (Conditional) Expectations", "concept": [ "expectation", "integration", "functional", "moment" ], "topics": [ "DistributionsIntegratingByQuantiles-class", "E", "E,DistributionsIntegratingByQuantiles,function,missing-method", "E,GEV,function,missing-method", "E,GEV,missing,missing-method", "E,GPareto,function,missing-method", "E,GPareto,missing,missing-method", "E,Gumbel,missing,missing-method", "E,Pareto,function,missing-method", "E,Pareto,missing,missing-method", "E-methods" ] }, { "page": "getCVaR", "title": "Risk Measures for Scale-Shape Families", "concept": [ "estimator" ], "topics": [ "getCVaR", "getEL", "getVaR", "print.riskMeasure" ] }, { "page": "getStartIC-methods", "title": "Methods for Function getStartIC in Package `RobExtremes'", "concept": [ "asymptotic risk", "risk" ], "topics": [ "getStartIC", "getStartIC,L2LocScaleShapeUnion,interpolRisk-method", "getStartIC,L2ScaleShapeUnion,interpolRisk-method", "getStartIC,ParetoFamily,interpolRisk-method", "getStartIC-methods" ] }, { "page": "GEV", "title": "Generating function for GEV-class", "concept": [ "GEV", "absolutely continuous distribution", "GEV distribution", "generating function" ], "topics": [ "GEV" ] }, { "page": "GEV-class", "title": "Generalized EV distribution", "concept": [ "GEV", "extreme value distribution", "absolutely continuous distribution", "S4 distribution class" ], "topics": [ "*,GEV,numeric-method", "+,GEV,numeric-method", "GEV-class", "initialize,GEV-method", "liesInSupport,GEV,numeric-method", "loc,GEV-method", "loc<-,GEV-method", "location,GEV-method", "location<-,GEV-method", "scale,GEV-method", "scale<-,GEV-method", "shape,GEV-method", "shape<-,GEV-method" ] }, { "page": "GEVFamily", "title": "Generating function for families of Generalized Extreme Value distributions", "concept": [ "Generalized Pareto model" ], "topics": [ "GEVFamily" ] }, { "page": "GEVFamilyMuUnknown", "title": "Generating function for families of Generalized Extreme Value distributions", "concept": [ "Generalized Pareto model" ], "topics": [ "GEVFamilyMuUnknown" ] }, { "page": "GEVParameter-class", "title": "Parameter of generalized Pareto distributions", "concept": [ "GEV distribution", "parameter", "S4 parameter class", "generating function" ], "topics": [ "GEVParameter-class", "loc,GEVParameter-method", "loc<-,GEVParameter-method", "location,GEVParameter-method", "location<-,GEVParameter-method", "scale,GEVParameter-method", "scale<-,GEVParameter-method", "shape,GEVParameter-method", "shape<-,GEVParameter-method" ] }, { "page": "GPareto", "title": "Generating function for GPareto-class", "concept": [ "GPareto", "absolutely continuous distribution", "GPareto distribution", "generating function" ], "topics": [ "GPareto" ] }, { "page": "GPareto-class", "title": "Generalized Pareto distribution", "concept": [ "GPareto", "extreme value distribution", "absolutely continuous distribution", "S4 distribution class" ], "topics": [ "*,GPareto,numeric-method", "+,GPareto,numeric-method", "GPareto-class", "initialize,GPareto-method", "liesInSupport,GPareto,numeric-method", "loc,GPareto-method", "loc<-,GPareto-method", "location,GPareto-method", "location<-,GPareto-method", "scale,GPareto-method", "scale<-,GPareto-method", "shape,GPareto-method", "shape<-,GPareto-method" ] }, { "page": "GParetoFamily", "title": "Generating function for Generalized Pareto families", "concept": [ "Generalized Pareto model" ], "topics": [ "GParetoFamily" ] }, { "page": "GParetoParameter-class", "title": "Parameter of generalized Pareto distributions", "concept": [ "GPareto distribution", "parameter", "S4 parameter class", "generating function" ], "topics": [ "GParetoParameter-class", "loc,GParetoParameter-method", "loc<-,GParetoParameter-method", "location,GParetoParameter-method", "location<-,GParetoParameter-method", "scale,GParetoParameter-method", "scale<-,GParetoParameter-method", "shape,GParetoParameter-method", "shape<-,GParetoParameter-method" ] }, { "page": "Gumbel", "title": "Generating function for Gumbel-class", "concept": [ "Gumbel", "absolutely continuous distribution", "Gumbel distribution", "generating function" ], "topics": [ "Gumbel" ] }, { "page": "Gumbel-class", "title": "Gumbel distribution", "concept": [ "Gumbel", "extreme value distribution", "absolutely continuous distribution", "S4 distribution class" ], "topics": [ "*,Gumbel,numeric-method", "+,Gumbel,numeric-method", "Gumbel-class", "initialize,Gumbel-method", "liesInSupport,Gumbel,numeric-method", "loc,Gumbel-method", "loc<-,Gumbel-method", "scale,Gumbel-method", "scale<-,Gumbel-method" ] }, { "page": "GumbelLocationFamily", "title": "Generating function for Gumbel location families", "concept": [ "Gumbel location model", "location model" ], "topics": [ "GumbelLocationFamily" ] }, { "page": "GumbelParameter-class", "title": "Paramter of Gumbel distributions", "concept": [ "Gumbel distribution", "parameter", "S4 parameter class", "generating function", "scale", "location", "location scale model" ], "topics": [ "GumbelParameter-class", "loc", "loc,GumbelParameter-method", "loc<-", "loc<-,GumbelParameter-method", "scale,GumbelParameter-method", "scale<-,GumbelParameter-method" ] }, { "page": "internalEstimatorReturnClasses-class", "title": "Internal Estimator Return Classes in 'RobExtremes'", "concept": [ "GPD distribution", "GEV distribution", "S4 parameter class" ], "topics": [ "GEVCvMMD.ALEstimate-class", "GEVEstimate-class", "GEVkStepEstimate-class", "GEVLDEstimate-class", "GEVMCEstimate-class", "GEVMDEstimate-class", "GEVML.ALEstimate-class", "GEVORobEstimate-class", "GPDCvMMD.ALEstimate-class", "GPDEstimate-class", "GPDkStepEstimate-class", "GPDLDEstimate-class", "GPDMCEstimate-class", "GPDMDEstimate-class", "GPDML.ALEstimate-class", "GPDORobEstimate-class", "InternalEstimatorReturnClasses-class" ] }, { "page": "interpolateSn", "title": "Function to compute LD (location-dispersion) estimates", "topics": [ "getShapeGrid", "getSnGrid", "interpolateSn" ] }, { "page": "ismevgpdgevdiag-methods", "title": "Methods for Diagnostic Functions in Package `RobExtremes'", "topics": [ "gev.diag", "gev.diag,gev.fit-method", "gev.diag,GEVEstimate-method", "gev.diag-methods", "gev.prof", "gev.prof,gev.fit-method", "gev.prof,GEVEstimate-method", "gev.profxi", "gev.profxi,gev.fit-method", "gev.profxi,GEVEstimate-method", "gev.profxi-methods", "gpd.diag", "gpd.diag,gpd.fit-method", "gpd.diag,GPDEstimate-method", "gpd.diag-methods", "gpd.prof", "gpd.prof,gpd.fit-method", "gpd.prof,GPDEstimate-method", "gpd.profxi", "gpd.profxi,gpd.fit-method", "gpd.profxi,GPDEstimate-method", "gpd.profxi-methods" ] }, { "page": "kMAD", "title": "Asymmetric Median of Absolute Deviations for Skewed Distributions", "concept": [ "estimator" ], "topics": [ "kMAD", "kMAD,numeric,numeric-method", "kMAD,UnivariateDistribution,numeric-method", "kMAD-methods" ] }, { "page": "LDEstimate-class", "title": "LDEstimate-class.", "concept": [ "estimate" ], "topics": [ 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distribution", "concept": [ "Pareto", "extreme value distribution", "absolutely continuous distribution", "S4 distribution class" ], "topics": [ "*,Pareto,numeric-method", "initialize,Pareto-method", "liesInSupport,Pareto,numeric-method", "Min,Pareto-method", "Min<-,Pareto-method", "Pareto-class", "scale,Pareto-method", "shape,Pareto-method", "shape<-,Pareto-method" ] }, { "page": "ParetoFamily", "title": "Generating function for Generalized Pareto families", "concept": [ "Pareto model" ], "topics": [ "ParetoFamily" ] }, { "page": "ParetoParameter-class", "title": "Paramter of Pareto distributions", "concept": [ "Pareto distribution", "parameter", "S4 parameter class", "generating function" ], "topics": [ "Min,ParetoParameter-method", "Min<-,ParetoParameter-method", "ParetoParameter-class", "scale,ParetoParameter-method", "shape", "shape,ParetoParameter-method", "shape<-", "shape<-,ParetoParameter-method" ] }, { "page": "PickandsEstimator", "title": "Function to compute Pickands 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