Package: dgumbel 1.0.1

dgumbel: The Gumbel Distribution Functions and Gradients

Gumbel distribution functions (De Haan L. (2007) <doi:10.1007/0-387-34471-3>) implemented with the techniques of automatic differentiation (Griewank A. (2008) <isbn:978-0-89871-659-7>). With this tool, a user should be able to quickly model extreme events for which the Gumbel distribution is the domain of attraction. The package makes available the density function, the distribution function the quantile function and a random generating function. In addition, it supports gradient functions. The package combines 'Adept' (C++ templated automatic differentiation) (Hogan R. (2017) <doi:10.5281/zenodo.1004730>) and 'Eigen' (templated matrix-vector library) for fast computations of both objective functions and exact gradients. It relies on 'RcppEigen' for easy access to 'Eigen' and bindings to R.

Authors:Berent Ånund Strømnes Lunde [aut, cre, cph], Robin Hogan [ctb], The University of Reading [cph]

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dgumbel.pdf |dgumbel.html
dgumbel/json (API)
NEWS

# Install 'dgumbel' in R:
install.packages('dgumbel', repos = c('https://blunde1.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/blunde1/dgumbel/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

3.00 score 2 stars 2 scripts 193 downloads 4 exports 2 dependencies

Last updated 5 years agofrom:86f325746e. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 11 2024
R-4.5-win-x86_64NOTEOct 11 2024
R-4.5-linux-x86_64NOTEOct 11 2024
R-4.4-win-x86_64NOTEOct 11 2024
R-4.4-mac-x86_64NOTEOct 11 2024
R-4.4-mac-aarch64NOTEOct 11 2024
R-4.3-win-x86_64NOTEOct 11 2024
R-4.3-mac-x86_64NOTEOct 11 2024
R-4.3-mac-aarch64NOTEOct 11 2024

Exports:dgumbelpgumbelqgumbelrgumbel

Dependencies:RcppRcppEigen

Readme and manuals

Help Manual

Help pageTopics
The Gumbel Distribution and Derivativesdgumbel pgumbel qgumbel rgumbel