The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

evmix: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.

Version: 2.12
Depends: stats, graphics, MASS, splines, gsl, SparseM, grDevices
Published: 2019-09-03
DOI: 10.32614/CRAN.package.evmix
Author: Carl Scarrott, Yang Hu and Alfadino Akbar, University of Canterbury
Maintainer: Carl Scarrott <carl.scarrott at canterbury.ac.nz>
License: GPL-3
URL: http://www.math.canterbury.ac.nz/~c.scarrott/evmix
NeedsCompilation: no
Citation: evmix citation info
In views: Distributions, ExtremeValue
CRAN checks: evmix results

Documentation:

Reference manual: evmix.pdf

Downloads:

Package source: evmix_2.12.tar.gz
Windows binaries: r-devel: evmix_2.12.zip, r-release: evmix_2.12.zip, r-oldrel: evmix_2.12.zip
macOS binaries: r-release (arm64): evmix_2.12.tgz, r-oldrel (arm64): evmix_2.12.tgz, r-release (x86_64): evmix_2.12.tgz, r-oldrel (x86_64): evmix_2.12.tgz
Old sources: evmix archive

Reverse dependencies:

Reverse imports: DiSCos, GRIDCOPULA, powerTCR, scRepertoire, zcurve
Reverse suggests: reservr

Linking:

Please use the canonical form https://CRAN.R-project.org/package=evmix to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.