Meanimiles: Estimation of Meanimiles

Provides a comprehensive suite of estimation tools for meanimiles, a general class of (risk) functionals. This package includes nonparametric estimators for univariate meanimile evaluation, copula-based estimation for portfolio risk aggregation (full parametric, semiparametric, and nonparametric), and novel estimators for meanimiles in regression settings. Following the articles D. Debrauwer, I. Gijbels, and K. Herrmann (2025) <doi:10.1214/25-EJS2391>, D. Debrauwer and I. Gijbels (2026) <doi:10.1007/s00184-026-01022-9>.

Version:	0.1.0
Depends:	R (≥ 4.5.0)
Imports:	copula (≥ 1.1.7), fitdistrplus (≥ 1.2.6), stats
Suggests:	knitr, rmarkdown
Published:	2026-04-21
DOI:	10.32614/CRAN.package.Meanimiles
Author:	Dieter Debrauwer [aut, cre, cph], Irène Gijbels [ctb], Klaus Herrmann [ctb]
Maintainer:	Dieter Debrauwer <dieter.debrauwer at kuleuven.be>
BugReports:	https://github.com/DieterDebrauwer/Meanimiles/issues
License:	GPL (≥ 3)
URL:	https://github.com/DieterDebrauwer/Meanimiles
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	Meanimiles results

Documentation:

Reference manual:

Meanimiles.html , Meanimiles.pdf

Downloads:

Package source:	Meanimiles_0.1.0.tar.gz
Windows binaries:	r-release: Meanimiles_0.1.0.zip, r-oldrel: Meanimiles_0.1.0.zip
macOS binaries:	r-release (arm64): Meanimiles_0.1.0.tgz, r-oldrel (arm64): Meanimiles_0.1.0.tgz, r-release (x86_64): Meanimiles_0.1.0.tgz, r-oldrel (x86_64): Meanimiles_0.1.0.tgz

Linking:

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