evmix
Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation
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
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| Flavor | Status |
|---|---|
| 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)
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.
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
| ^
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.
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
| ^
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
| ^
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
| ^
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
| ^
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
| ^
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
| ^
installed package size
installed size is 5.9Mb
sub-directories of 1Mb or more:
R 2.0Mb
doc 2.9Mb
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
| ^
installed package size
installed size is 5.9Mb
sub-directories of 1Mb or more:
R 2.0Mb
doc 2.9Mb
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
| ^
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
| ^
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
| ^
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
| ^
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
| ^
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
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 =
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 =
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
installed package size
installed size is 5.9Mb
sub-directories of 1Mb or more:
R 2.0Mb
doc 2.9Mb
installed package size
installed size is 5.9Mb
sub-directories of 1Mb or more:
R 2.0Mb
doc 2.9Mb
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 |