Optimally Robust Estimation for Extreme Value Distributions
Optimally robust estimation for extreme value distributions using S4 classes and
methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and
'ROptEst').
R (>= 2.14.0), methods, distrMod(>= 2.7.0), ROptEst(>= 1.1.0),
robustbase, evd
RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg,
actuar
c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl",
role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"),
person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of
the Lagrange multipliers"), person("Eugen", "Massini", role="ctb", comment="contributed
an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed
grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb",
comment="contributed MDE-estimation for GEV distribution in the framework of her PhD
thesis 2011--14"), person("Gerald", "Kroisandt", role="ctb", comment="contributed
testing routines"), person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter",
"Ruckdeschel", role=c("cre", "aut", "cph"),
email="peter.ruckdeschel@uni-oldenburg.de"))
Nataliya Horbenko [aut, cph],
Bernhard Spangl [ctb] (contributed smoothed grid values of the Lagrange
multipliers),
Sascha Desmettre [ctb] (contributed smoothed grid values of the
Lagrange multipliers),
Eugen Massini [ctb] (contributed an interactive smoothing routine for
smoothing the Lagrange multipliers and smoothed grid values of the
Lagrange multipliers),
Daria Pupashenko [ctb] (contributed MDE-estimation for GEV distribution
in the framework of her PhD thesis 2011--14),
Gerald Kroisandt [ctb] (contributed testing routines),
Matthias Kohl [aut, cph],
Peter Ruckdeschel [cre, aut, cph]

R(>= 3.4), methods, distrMod(>= 2.8.1), ROptEst(>= 1.2.0),
robustbase, evd
RobAStRDA, distr, distrEx(>= 2.8.0), RandVar, RobAStBase(>=
1.2.0), startupmsg, actuar
c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl",
role="ctb", comment="contributed smoothed grid values of the Lagrange
multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed
smoothed grid values of the Lagrange multipliers"), person("Eugen", "Massini",
role="ctb", comment="contributed an interactive smoothing routine for smoothing
the Lagrange multipliers and smoothed grid values of the Lagrange multipliers"),
person("Daria", "Pupashenko", role="ctb", comment="contributed MDE-estimation for
GEV distribution in the framework of her PhD thesis 2011--14"), person("Gerald",
"Kroisandt", role="ctb", comment="contributed testing routines"),
person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter", "Ruckdeschel",
role=c("cre", "aut", "cph"), email="peter.ruckdeschel@uni-oldenburg.de"))