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evmix

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

v2.12 · Sep 3, 2019 · GPL-3

Description

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.

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CRAN Check Status

14 NOTE
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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (18 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),
                      email = "carl.scarrott@canterbury.ac.nz"),
               person(given = "Yang",
                      family = "Hu",
                      role = "aut"),
               person(given = "Alfadino",
                      family = "Akbar",
                      role = "aut"),
               person(given = c("University", "of"),
                      family = "Canterbury",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),
                      email = "carl.scarrott@canterbury.ac.nz"),
               person(given = "Yang",
                      family = "Hu",
                      role = "aut"),
               person(given = "Alfadino",
                      family = "Akbar",
                      role = "aut"),
               person(given = c("University", "of"),
                      family = "Canterbury",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | code{\link[evmix:kernels]{kd*}}  and \code{\link[evmix:kernels]{kp*}} give the
       |     ^

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),
                      email = "carl.scarrott@canterbury.ac.nz"),
               person(given = "Yang",
                      family = "Hu",
                      role = "aut"),
               person(given = "Alfadino",
                      family = 
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Carl Scarrott <carl.scarrott@canterbury.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Carl",
                      family = "Scarrott",
                      role = c("aut", "cre"),
                      email = "carl.scarrott@canterbury.ac.nz"),
               person(given = "Yang",
                      family = "Hu",
                      role = "aut"),
               person(given = "Alfadino",
                      family = 
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  5.9Mb
  sub-directories of 1Mb or more:
    R     2.0Mb
    doc   2.9Mb
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) fmgammagpd.Rd:183: Lost braces; missing escapes or markup?
   183 |  \item {nlumgammagpd} and {proflumgammagpd} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], sigmau, xi)}
       |                           ^
checkRd: (-1) fmgammagpdcon.Rd:181: Lost braces; missing escapes or markup?
   181 |  \item {nlumgammagpdcon} and {proflumgammagpdcon} - \code{c(mgshape, mgscale, mgweight[1:(M-1)], xi)}
       |                              ^
checkRd: (-1) kernels.Rd:87: Lost braces
    87 | 

Reverse Dependencies (5)

suggests

Dependency Network

Dependencies Reverse dependencies MASS gsl SparseM DiSCos GRIDCOPULA WData zcurve reservr evmix

Version History

new 2.12 Mar 9, 2026