Package: nieve 0.1.5

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.

Authors:Yves Deville [cre, aut]

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nieve.pdf |nieve.html
nieve/json (API)
NEWS

# Install 'nieve' in R:
install.packages('nieve', repos = c('https://yvesdeville.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/yvesdeville/nieve/issues

On CRAN:

4.48 score 1 packages 5 scripts 244 downloads 14 exports 0 dependencies

Last updated 7 months agofrom:93287a2584. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-win-x86_64OKNov 15 2024
R-4.5-linux-x86_64OKNov 15 2024
R-4.4-win-x86_64OKNov 15 2024
R-4.4-mac-x86_64OKNov 15 2024
R-4.4-mac-aarch64OKNov 15 2024
R-4.3-win-x86_64OKNov 15 2024
R-4.3-mac-x86_64OKNov 15 2024
R-4.3-mac-aarch64OKNov 15 2024

Exports:dexp1dGEVdGPD2pexp1pGEVpGPD2poisGP2PPPP2poisGPqexp1qGEVqGPD2rexp1rGEVrGPD2

Dependencies:

The nieve package: Yet Another Extreme Value package?

Rendered fromnieve.Rnwusingknitr::knitron Nov 15 2024.

Last update: 2023-03-21
Started: 2022-09-22