RobExtremes

Optimally Robust Estimation for Extreme Value Distributions

CRAN Package

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), 10.1080/02331888.2011.628022 and 10.1007/s00184-011-0366-4.


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  • Depends4 packages
  • Imports7 packages
  • Enhances1 package
  • Suggests2 packages
  • Reverse Enhances1 package