{ "_id": "6ac8ae8ade46216d5edd591e", "Package": "ExtremeRisks", "Version": "0.0.6", "Date": "2026-05-08", "Title": "Extreme Risk Measures", "Authors@R": "c(person(\"Simone\",\"Padoan\", role = c(\"cre\", \"aut\"), email=\"simone.padoan@unibocconi.it\"),\nperson(\"Gilles\", \"Stupfler\", role = \"aut\", email=\"gilles.stupfler@univ-angers.fr\"),\nperson(\"Carlotta\", \"Pacifici\", role = c(\"aut\"), email=\"carlotta.pacifici@unibocconi.it\"))", "Author": "Simone Padoan [cre, aut], Gilles Stupfler [aut], Carlotta\nPacifici [aut]", "Maintainer": "Simone Padoan ", "Description": "A set of procedures for estimating risks related to\nextreme events via risk measures such as Expectile,\nValue-at-Risk, etc. is provided. Estimation methods for\nunivariate independent observations and temporal dependent\nobservations are available. The methodology is extended to the\ncase of independent multidimensional observations. The\nstatistical inference is performed through parametric and\nnon-parametric estimators. Inferential procedures such as\nconfidence intervals, confidence regions and hypothesis testing\nare obtained by exploiting the asymptotic theory. Adapts the\nmethodologies derived in Padoan and Stupfler (2022)\n, Davison et al. (2023)\n, Daouia et al. (2018)\n, Drees (2000)\n, Drees (2003)\n, de Haan and Ferreira (2006)\n, de Haan et al. (2016)\n, Padoan and Rizzelli (2024)\n, Daouia et al. (2024)\n.", "License": "GPL (>= 2)", "URL": "https://www.unibocconi.it/en/faculty/simone-padoan", "NeedsCompilation": "yes", "Repository/R-Forge/Project": "extremerisks", "Encoding": "UTF-8", "Packaged": { "Date": "2026-10-09 09:01:00 UTC", "User": "root" }, "Config/pak/sysreqs": "libgsl0-dev", "Repository": "https://simonepadoan.r-universe.dev", "Date/Publication": "2026-05-12 07:20:24 UTC", "RemoteUrl": "https://github.com/cran/ExtremeRisks", "RemoteRef": "HEAD", "RemoteSha": "87632ff707defd89ad50be7321b6156990133b99", "_user": "simonepadoan", "_type": "src", "_file": "ExtremeRisks_0.0.6.tar.gz", "_fileid": "https://r2.ropensci.org/b515a5db6575e4929ac083095bfbaa8b0faf97aff9fddf6f3495b1439152b2a7", "_filesize": 661641, "_sha256": "b515a5db6575e4929ac083095bfbaa8b0faf97aff9fddf6f3495b1439152b2a7", "_expires": "2027-01-17T09:06:16.000Z", "_created": "2026-10-09T09:01:00.000Z", "_published": "2026-10-09T09:06:18.182Z", "_buildurl": 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