Package: evt0
Type: Package
Title: Mean of Order P, Peaks over Random Threshold Hill and High
        Quantile Estimates
Version: 1.1.5
Authors@R: c(person(given="Leo", family="Belzile", role = c("cre"), email = "belzilel@gmail.com", comment = c(ORCID = "0000-0002-9135-014X")), person(given="B. G.", family="Manjunath", role=c("aut"), comment = c(ORCID = "0000-0003-2687-0138")), person(given="Frederico", family="Caeiro", role=c("aut"), comment = c(ORCID = "0000-0001-8628-7281")), person(given="Maria Ivette.", family="Gomes", role=c("ctb"), comment = c(ORCID = "0000-0002-2903-6993")), person(given="Maria Isabel", family="Fraga Alves", role=c("ctb"), comment = c(ORCID = "0000-0003-3824-2403")))
Depends: R (>= 1.9.0), evd, stats
Description: 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.
License: GPL (>= 2)
BugReports: https://github.com/lbelzile/evt0/issues/
NeedsCompilation: no
Packaged: 2024-07-08 19:52:03 UTC; lbelzile
Author: Leo Belzile [cre] (<https://orcid.org/0000-0002-9135-014X>),
  B. G. Manjunath [aut] (<https://orcid.org/0000-0003-2687-0138>),
  Frederico Caeiro [aut] (<https://orcid.org/0000-0001-8628-7281>),
  Maria Ivette. Gomes [ctb] (<https://orcid.org/0000-0002-2903-6993>),
  Maria Isabel Fraga Alves [ctb]
    (<https://orcid.org/0000-0003-3824-2403>)
Maintainer: Leo Belzile <belzilel@gmail.com>
Repository: CRAN
Date/Publication: 2024-07-08 20:10:02 UTC
Built: R 4.6.0; ; 2026-04-25 10:58:14 UTC; unix
