RobExtremes

Authors Matthias Kohl, P. Ruckdeschel, Nataliya Horbenko

Last update 9 February 2024

Copyright license GNU Lesser General Public License, version 3.0

Software version identifier 1.2.0, 1.1.0, 1.3.0

Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and 'ROptEst'); the underlying theoretic results can be found in Ruckdeschel and Horbenko, (2013 and 2012), \doi{10.1080/02331888.2011.628022} and \doi{10.1007/s00184-011-0366-4}.

This page was built for software: RobExtremes