evt0

Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

CRAN Package

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.


Documentation


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Insights

Last 30 days

This package has been downloaded 238 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,949 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.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Depends1 package