evt0

Package: evt0
Type: Package
Title: Mean of order p, peaks over random threshold Hill and high
quantile estimates
Version: 1.1-3
Date: 2013-12-10
Author: B G Manjunath and Frederico Caeiro; guidance from Prof. M. Ivette Gomes and Prof. M. Isabel Fraga Alves
Maintainer: B G Manjunath <bgmanjunath@gmail.com>
Depends: R (>= 1.9.0), evd, stats
Description: Computes extreme value index (EVI) estimate for heavy tailed models by Mean of order p (MOP)
and peaks over random threshold (PORT) Hill methodologies.
Besides, also computes moment, generalised Hill and mixed moment estimates for EVI.
Compute high quantile or value-at-risk (VaR) based on above EVI estimates.
License: GPL (>= 2)
URL: http://www.r-project.org
Repository: CRAN
Packaged: 2013-12-24 04:48:37 UTC; ci
NeedsCompilation: no
Date/Publication: 2013-12-24 07:41:14

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'evt0' ...
** package 'evt0' successfully unpacked and MD5 sums checked
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'evt0'
    finding HTML links ... done
    DPOT                                    html  
    PORT.Hill                               html  
    PORT.q                                  html  
    S_P500                                  html  
    evt0-package                            html  
    mop.AREFF                               html  
    mop                                     html  
    mop.q                                   html  
    other.EVI                               html  
    other.q                                 html  
    otherPORT.q                             html  
** building package indices
** testing if installed package can be loaded
* DONE (evt0)
Making 'packages.html' ... done