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Contributed R Packages

Below is a list of all packages provided by project Extreme Risk Measures.

Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).

Packages

ExtremeRisks

Extreme Risk Measures

  A set of procedures for estimating risks related to extreme events via risk measures such as expectile, value-at-risk, etc. is provided. Estimation methods for univariate independent observations and temporal dependent observations are available. The statistical inference is performed through parametric and non-parametric estimators. Inferential procedures such as confidence intervals and hypothesis testing are obtained by exploiting the asymptotic theory. Adapts the methodologies derived in Padoan and Stupfler (2020) , Daouia et al. (2018) , Drees (2000) , Drees (2003) , de Haan and Ferreira (2006) , de Haan et al. (2016) .
  Version: 0.0.3 | Last change: 2020-05-05 12:42:39+02 | Rev.: 12
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get ExtremeRisks 0.0.3 from CRAN
  R install command: install.packages("ExtremeRisks", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)

 

Build status codes

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