lax: Loglikelihood Adjustment for Extreme Value Models
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.
| Version: |
1.2.4 |
| Depends: |
R (≥ 3.3.0) |
| Imports: |
chandwich, exdex, graphics, numDeriv, revdbayes, sandwich, stats, utils |
| Suggests: |
distillery, eva, evd, evir, extRemes, fExtremes, ismev, knitr, mev, POT, rmarkdown, testthat, texmex |
| Published: |
2025-10-21 |
| DOI: |
10.32614/CRAN.package.lax |
| Author: |
Paul J. Northrop [aut, cre, cph],
Camellia Yin [aut, cph] |
| Maintainer: |
Paul J. Northrop <p.northrop at ucl.ac.uk> |
| BugReports: |
https://github.com/paulnorthrop/lax/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://paulnorthrop.github.io/lax/,
https://github.com/paulnorthrop/lax |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
lax results |
Documentation:
Downloads:
Reverse dependencies:
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