Description: Implementation of trawl processes and an extension of such processes into a univariate latent model for extreme values.
Inference, simulation and initialization tools are available. See Noven et al. (2018) <DOI:10.21314/JEM.2018.179> which can be found on arXiv (<arXiv:1511.08190>) .
Imports: testthat, fExtremes, hypergeo, stats, ghyp, evir, eva

Title: Extreme Value Analysis with Goodness-of-Fit Testing
Authors@R: c(person(given = "Brian", family = "Bader", role = c("aut", "cre"), email = "brianbader@mail.com"), person(given = "Jun", family = "Yan", role = "aut"))
Description: Goodness-of-fit tests for selection of r in the r-largest order
statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the
peaks-over-threshold approach. Random number generation and density functions
for the GEVr distribution. Profile likelihood for return level estimation
using the GEVr and generalized pareto distributions. P-value adjustments for
sequential, multiple testing error control.

Authors@R: c(person(given = "Brian", family = "Bader", role = c("aut", "cre"), email = "brianbader@mail.com"), person(given = "Jun", family = "Yan", role = "ctb"))
using the GEVr and Generalized Pareto distributions. P-value adjustments for

Imports: parallel, stats, graphics, utils

Imports: Matrix, parallel, stats, graphics, utils

Generalized Pareto distribution (GPD). Random number generation and density functions
sequential, multiple testing error control. Non-stationary fitting of GEVr and
GPD, with availability for bootstrap based standard errors in the GEV1 setting
Imports: Matrix, parallel, stats, graphics, utils, EnvStats

Authors@R: c(person(given = "Brian", family = "Bader", role = c("aut", "cre"), email = "bbader.stat@gmail.com"), person(given = "Jun", family = "Yan", role = "ctb"))
Packaged: 2018-10-05 01:10:54 UTC; brianbader

Description: Evaluates the performance of binary classifiers.
Computes confusion measures (TP, TN, FP, FN), derived measures (TPR,
FDR, accuracy, F1, DOR, ..), and area under the curve.  Outputs are
Packaged: 2020-03-01 17:09:53 UTC; antoinebichat
Author: Antoine Bichat [aut, cre] (<https://orcid.org/0000-0001-6599-7081>)