RobExtremes (1.2.0)

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Optimally Robust Estimation for Extreme Value Distributions.

Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and 'ROptEst').

Maintainer: Peter Ruckdeschel
Author(s): Nataliya Horbenko [aut, cph], Bernhard Spangl [ctb] (contributed smoothed grid values of the Lagrange multipliers), Sascha Desmettre [ctb] (contributed smoothed grid values of the Lagrange multipliers), Eugen Massini [ctb] (contributed an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed grid values of the Lagrange multipliers), Daria Pupashenko [ctb] (contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14), Gerald Kroisandt [ctb] (contributed testing routines), Matthias Kohl [aut, cph], Peter Ruckdeschel [cre, aut, cph]

License: LGPL-3

Uses: actuar, distr, evd, RandVar, RobAStRDA, robustbase, startupmsg
Reverse enhances: distrMod

Released 8 months ago.

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