evt0

The R package proposes extreme value index estimators for heavy tailed models by mean of order p [doi:10.1016/j.csda.2012.07.019], peaks over random threshold [doi:10.57805/revstat.v4i3.37] and a bias-reduced estimator [doi:10.1080/00949655.2010.547196]. The package also computes moment, generalised Hill [doi:10.2307/3318416] and mixed moment estimates for the extreme value index. High quantiles and value at risk estimators based on these estimators are implemented.

Last 30 days

This package has been downloaded 213 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.

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Last 365 days

This package has been downloaded 2,946 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Dec 03, 2024 with 60 downloads.

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