Package: extrememix 0.0.1

Manuele Leonelli

extrememix: Bayesian Estimation of Extreme Value Mixture Models

Fits extreme value mixture models, which are models for tails not requiring selection of a threshold, for continuous data. It includes functions for model comparison, estimation of quantity of interest in extreme value analysis and plotting. Reference: CN Behrens, HF Lopes, D Gamerman (2004) <doi:10.1191/1471082X04st075oa>. FF do Nascimento, D. Gamerman, HF Lopes <doi:10.1007/s11222-011-9270-z>.

Authors:Manuele Leonelli [aut, cre, cph]

extrememix_0.0.1.tar.gz
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extrememix_0.0.1.tgz(r-4.6-x86_64)extrememix_0.0.1.tgz(r-4.6-arm64)extrememix_0.0.1.tgz(r-4.5-x86_64)extrememix_0.0.1.tgz(r-4.5-arm64)
extrememix_0.0.1.tar.gz(r-4.7-arm64)extrememix_0.0.1.tar.gz(r-4.7-x86_64)extrememix_0.0.1.tar.gz(r-4.6-arm64)extrememix_0.0.1.tar.gz(r-4.6-x86_64)
extrememix_0.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
extrememix/json (API)

# Install 'extrememix' in R:

install.packages('extrememix', repos = c('https://manueleleonelli.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/manueleleonelli/extrememix/issues

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

rainfall - Monthly Maxima Daily Rainfall in Madrid
rainfall_ggpd - Rainfall FGGPD Output
rainfall_mgpd - Rainfall FMGPD Output

On CRAN:

cpp

4.00 score 2 stars 5 scripts 250 downloads 23 exports 94 dependencies

Last updated from:5ac20adb0d. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	175
linux-devel-x86_64	OK	201
source / vignettes	OK	236
linux-release-arm64	OK	198
linux-release-x86_64	OK	207
macos-release-arm64	OK	184
macos-release-x86_64	OK	302
macos-oldrel-arm64	OK	111
macos-oldrel-x86_64	OK	251
windows-devel	OK	159
windows-release	OK	159
windows-oldrel	OK	156
wasm-release	OK	167

Exports:check_convergence dggpd DIC dmgamma dmgpd ES fggpd fmgpd pggpd pmgamma pmgpd pred qggpd qmgamma qmgpd quant return_level rggpd rmgamma rmgpd upper_bound VaR WAIC

Dependencies:abind askpass backports base64enc bayesplot bslib cachem chandwich checkmate cli cpp11 crosstalk curl data.table digest distributional dplyr evaluate evd exdex farver fastmap fontawesome fs generics ggplot2 ggridges glue gridExtra gtable highr htmltools htmlwidgets httr isoband jquerylib jsonlite kernlab knitr labeling later lattice lazyeval lifecycle magrittr MASS Matrix matrixStats memoise mime mixtools nlme numDeriv openssl otel pillar pkgconfig plotly plyr posterior promises purrr R6 rappdirs RColorBrewer Rcpp RcppArmadillo RcppProgress RcppRoll reshape2 revdbayes rlang rmarkdown rust S7 sass scales segmented stringi stringr survival sys tensorA threshr tibble tidyr tidyselect tinytex utf8 vctrs viridisLite withr xfun yaml

extrememix R package

Installation | An applied analysis

Rendered frommy-vignette.Rmdusingknitr::rmarkdown

Last update: 2024-10-21
Started: 2021-07-06

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Convergence Assessment of MCMC Algorithms	check_convergence check_convergence.evmm
Deviance Information Criterion	DIC DIC.evmm
Expected Shortfall	ES ES.evmm
GGPD Estimation	fggpd
MGPD Estimation	fmgpd
The GGPD distribution	dggpd ggpd pggpd qggpd rggpd
Log-likelihood Method	logLik.evmm
The Gamma Mixture Distribution	dmgamma mgamma pmgamma qmgamma rmgamma
The MGPD distribution	dmgpd mgpd pmgpd qmgpd rmgpd
Plot Methods for Summaries	plot.ES plot.quant plot.return_level plot.VaR plot_summaries
Plot of Extreme Value Mixture Models	plot.evmm
Plot Upper Bounds	plot.upper_bound
Predictive Distribution	pred pred.evmm
Printing Methods	print print.ES print.evmm print.quantile print.return_level print.summary.ggpd print.upper_bound print.VaR
Estimated Quantiles	quant quant.evmm
Monthly Maxima Daily Rainfall in Madrid	rainfall
Rainfall FGGPD Output	rainfall_ggpd
Rainfall FMGPD Output	rainfall_mgpd
Return Levels	return_level return_level.evmm
Summary Method	summary.evmm
Upper Bound	upper_bound upper_bound.evmm
Value-at-Risk	VaR VaR.evmm
Widely Applicable Information Criteria	WAIC WAIC.evmm