extremefit

MaRDI QIDQ55717swMATHCRANFDO

Authors Kevin Jaunatre, Gilles Durrieu, Ion Grama, Quang-Khoai Pham, Jean-Marie Tricot

Last update 19 August 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 1.0.2, PACKAGES.rds, 0.1.1, 0.1.3, 0.1, 0.2.0, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 1.0.0, 1.0.1, 1.0.3, 1.1.0

Official website https://cran.r-project.org/web/packages/extremefit/index.html

Source code repository https://github.com/cran/extremefit

Description

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

Cited in

(31)

• mvPot
• An enhanced method for tail index estimation under missingness
• lmom
• RTDE
• SpatialExtremes
• evd
• texmex
• fExtremes
• qrmtools
• futureheatwaves
• hkevp
• MCMC4Extremes
• extremogram
• VaRES
• eva
• evmix
• ExtremalDep
• fCopulae
• extRemes
• ReIns
• evgam
• ptsuite
• lax
• RobExtremes
• RWsearch
• extremeStat
• tea
• ExtremeRisks
• egpd4gamlss
• extremis
• sbde

This page was built for software: extremefit