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lax  

Loglikelihood Adjustment for Extreme Value Models
View on CRAN: Click here


Download and install lax package within the R console
Install from CRAN:
install.packages("lax")

Install from Github:
library("remotes")
install_github("cran/lax")

Install by package version:
library("remotes")
install_version("lax", "1.2.3")



Attach the package and use:
library("lax")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-08-25
Latest Update: 2023-09-02
Description:
Performs adjusted inferences based on model objects fitted, using maximum likelihood estimation, by the extreme value analysis packages 'eva' , 'evd' , 'evir' , 'extRemes' , 'fExtremes' , 'ismev' , 'mev' , 'POT' and 'texmex' . Adjusted standard errors and an adjusted loglikelihood are provided, using the 'chandwich' package and the object-oriented features of the 'sandwich' package . The adjustment is based on a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007) . 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.
How to cite:
Paul J. Northrop (2019). lax: Loglikelihood Adjustment for Extreme Value Models. R package version 1.2.3, https://cran.r-project.org/web/packages/lax. Accessed 11 Feb. 2025.
Previous versions and publish date:
1.0.0 (2019-08-25 00:00), 1.1.0 (2019-12-05 21:10), 1.2.0 (2021-07-20 07:00), 1.2.1 (2023-09-02 20:10), 1.2.2 (2023-12-02 20:40)
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