Package: lax
Title: Loglikelihood Adjustment for Extreme Value Models
Version: 1.2.4
Date: 2025-10-21
Authors@R: c(
    person(c("Paul", "J."), "Northrop", email = "p.northrop@ucl.ac.uk",
      role = c("aut", "cre", "cph")),
    person("Camellia", "Yin", role = c("aut", "cph"))
    )
Description: Performs adjusted inferences based on model objects
        fitted, using maximum likelihood estimation, by the extreme
        value analysis packages 'eva'
        <https://cran.r-project.org/package=eva>, 'evd'
        <https://cran.r-project.org/package=evd>, 'evir'
        <https://cran.r-project.org/package=evir>, 'extRemes'
        <https://cran.r-project.org/package=extRemes>, 'fExtremes'
        <https://cran.r-project.org/package=fExtremes>, 'ismev'
        <https://cran.r-project.org/package=ismev>, 'mev'
        <https://cran.r-project.org/package=mev>, 'POT'
        <https://cran.r-project.org/package=POT> and 'texmex'
        <https://cran.r-project.org/package=texmex>. Adjusted standard
        errors and an adjusted loglikelihood are provided, using the
        'chandwich' package
        <https://cran.r-project.org/package=chandwich> and the
        object-oriented features of the 'sandwich' package
        <https://cran.r-project.org/package=sandwich>. The adjustment
        is based on a robust sandwich estimator of the parameter
        covariance matrix, based on the methodology in Chandler and
        Bate (2007) <doi:10.1093/biomet/asm015>. 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.
Imports: chandwich, exdex, graphics, numDeriv, revdbayes, sandwich,
        stats, utils
License: GPL (>= 2)
LazyData: TRUE
Encoding: UTF-8
Depends: R (>= 3.3.0)
RoxygenNote: 7.3.3
Suggests: distillery, eva, evd, evir, extRemes, fExtremes, ismev,
        knitr, mev, POT, rmarkdown, testthat, texmex
VignetteBuilder: knitr
URL: https://paulnorthrop.github.io/lax/,
        https://github.com/paulnorthrop/lax
BugReports: https://github.com/paulnorthrop/lax/issues
Config/testthat/edition: 3
Config/pak/sysreqs: libicu-dev
Repository: https://paulnorthrop.r-universe.dev
Date/Publication: 2026-01-01 02:16:41 UTC
RemoteUrl: https://github.com/paulnorthrop/lax
RemoteRef: HEAD
RemoteSha: b12aa7abdcaa25790c13b982112022c612b2a500
NeedsCompilation: no
Packaged: 2026-06-22 10:14:33 UTC; root
Author: Paul J. Northrop [aut, cre, cph],
  Camellia Yin [aut, cph]
Maintainer: Paul J. Northrop <p.northrop@ucl.ac.uk>