| Name : R-lax
| |
| Version : 1.2.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 12:09:02
|
| Group : Development/Libraries/Other
| Source RPM : R-lax-1.2.3-lp153.2.2.src.rpm
|
| Size : 0.46 MB
| |
| Packager : (none)
| |
| Summary : Loglikelihood Adjustment for Extreme Value Models
|
Description :
Performs adjusted inferences based on model objects fitted, using
maximum likelihood estimation, by the extreme value analysis packages
\'eva\' < https://cran.r-project.org/package=eva>, \'evd\'
< https://cran.r-project.org/package=evd>, \'evir\'
< https://cran.r-project.org/package=evir>, \'extRemes\'
< https://cran.r-project.org/package=extRemes>, \'fExtremes\'
< https://cran.r-project.org/package=fExtremes>, \'ismev\'
< https://cran.r-project.org/package=ismev>, \'mev\'
< https://cran.r-project.org/package=mev>, \'POT\'
< https://cran.r-project.org/package=POT> and \'texmex\'
< https://cran.r-project.org/package=texmex>. Adjusted standard errors
and an adjusted loglikelihood are provided, using the \'chandwich\'
package < https://cran.r-project.org/package=chandwich> and the
object-oriented features of the \'sandwich\' package
< https://cran.r-project.org/package=sandwich>. The adjustment is based
on a robust sandwich estimator of the parameter covariance matrix,
based on the methodology in Chandler and Bate (2007)
< doi:10.1093/biomet/asm015>. This can be used for cluster correlated
data when interest lies in the parameters of the marginal
distributions, or for performing inferences that are robust to certain
types of model misspecification. Univariate extreme value models,
including regression models, are supported.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
