nieve: Miscellaneous Utilities for Extreme Value Analysis
Provides utility functions and objects for Extreme Value Analysis. These include probability functions with their exact derivatives w.r.t. the parameters that can be used for estimation and inference, even with censored observations. The transformations exchanging the two parameterizations of Peaks Over Threshold (POT) models: Poisson-GP and Point-Process are also provided with their derivatives.
| Version: | 0.1.3 |
| Suggests: | testthat, numDeriv, Renext, knitr, covr |
| Published: | 2023-10-05 |
| DOI: | 10.32614/CRAN.package.nieve |
| Author: | Yves Deville 
[cre, aut] |
| Maintainer: | Yves Deville <deville.yves at alpestat.com> |
| BugReports: | https://github.com/yvesdeville/nieve/issues/ |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/yvesdeville/nieve/ |
| NeedsCompilation: | yes |
| Materials: | NEWS ChangeLog |
| In views: | Distributions, ExtremeValue |
| CRAN checks: | nieve results |
Documentation:
| Reference manual: | nieve.pdf |
| Vignettes: |
The nieve package: Yet Another Extreme Value package? |
Downloads:
| Package source: | nieve_0.1.3.tar.gz |
| Windows binaries: | r-devel: nieve_0.1.3.zip, r-release: nieve_0.1.3.zip, r-oldrel: nieve_0.1.3.zip |
| macOS binaries: | r-release (arm64): nieve_0.1.3.tgz, r-oldrel (arm64): nieve_0.1.3.tgz, r-release (x86_64): nieve_0.1.3.tgz, r-oldrel (x86_64): nieve_0.1.3.tgz |
| Old sources: | nieve archive |
Reverse dependencies:
| Reverse imports: | gamlssx |
Linking:
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