nieve: Miscellaneous Utilities for Extreme Value Analysis

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]

nieve_0.1.5.tar.gz
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nieve_0.1.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
nieve/json (API)

# Install 'nieve' in R:

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

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

On CRAN:

4.48 score 2 packages 6 scripts 289 downloads 14 exports 0 dependencies

Last updated from:93287a2584. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	124
linux-devel-x86_64	OK	138
source / vignettes	OK	172
linux-release-arm64	OK	120
linux-release-x86_64	OK	136
macos-release-arm64	OK	111
macos-release-x86_64	OK	291
macos-oldrel-arm64	OK	109
macos-oldrel-x86_64	OK	242
windows-devel-arm64	OK	319
windows-devel-x86_64	OK	116
windows-release-arm64	OK	312
windows-release-x86_64	OK	70
windows-oldrel-x86_64	OK	80
wasm-release	OK	100

Exports:dexp1 dGEV dGPD2 pexp1 pGEV pGPD2 poisGP2PP PP2poisGP qexp1 qGEV qGPD2 rexp1 rGEV rGPD2

Dependencies:

The nieve package: Yet Another Extreme Value package?

Probability functions of Extreme-Value distributions | Deriving the formulas | Testing the derivatives | Parameterizations for Peaks Over Threshold models | EV distributions from other R packages

Rendered fromnieve.Rnwusingknitr::knitr

Help page	Topics
Miscellaneous Utilities for Extreme Value Analysis	nieve-package
Density, Distribution Function, Quantile Function and Random Generation for the One-Parameter Exponential Distribution	dexp1 Exp1 pexp1 qexp1 rexp1
Density, Distribution Function, Quantile Function and Random Generation for the Generalized Extreme Value (GEV) Distribution	dGEV GEV pGEV qGEV rGEV
Density, Distribution Function, Quantile Function and Random Generation for the Two-Parameter Generalized Pareto Distribution (GPD)	dGPD2 GPD2 pGPD2 qGPD2 rGPD2
Transform Poisson-GP Parameters into Point-Process Parameters	poisGP2PP
Transform Point-Process Parameters into Poisson-GP Parameters	PP2poisGP

Help page

Topics

Miscellaneous Utilities for Extreme Value Analysis

nieve-package

Density, Distribution Function, Quantile Function and Random Generation for the One-Parameter Exponential Distribution

dexp1 Exp1 pexp1 qexp1 rexp1

Density, Distribution Function, Quantile Function and Random Generation for the Generalized Extreme Value (GEV) Distribution

dGEV GEV pGEV qGEV rGEV

Density, Distribution Function, Quantile Function and Random Generation for the Two-Parameter Generalized Pareto Distribution (GPD)

dGPD2 GPD2 pGPD2 qGPD2 rGPD2

Transform Poisson-GP Parameters into Point-Process Parameters

poisGP2PP