Package: Meanimiles 0.1.0

Dieter Debrauwer

Meanimiles: Estimation of Meanimiles

Provides a comprehensive suite of estimation tools for meanimiles, a general class of (risk) functionals. This package includes nonparametric estimators for univariate meanimile evaluation, copula-based estimation for portfolio risk aggregation (full parametric, semiparametric, and nonparametric), and novel estimators for meanimiles in regression settings. Following the articles D. Debrauwer, I. Gijbels, and K. Herrmann (2025) <doi:10.1214/25-EJS2391>, D. Debrauwer and I. Gijbels (2026) <doi:10.1007/s00184-026-01022-9>.

Authors:Dieter Debrauwer [aut, cre, cph], Irène Gijbels [ctb], Klaus Herrmann [ctb]

Meanimiles_0.1.0.tar.gz
Meanimiles_0.1.0.zip(r-4.7)Meanimiles_0.1.0.zip(r-4.6)Meanimiles_0.1.0.zip(r-4.5)
Meanimiles_0.1.0.tgz(r-4.6-any)Meanimiles_0.1.0.tgz(r-4.5-any)
Meanimiles_0.1.0.tar.gz(r-4.7-any)Meanimiles_0.1.0.tar.gz(r-4.6-any)
Meanimiles_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
Meanimiles/json (API)
NEWS

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

Bug tracker:https://github.com/dieterdebrauwer/meanimiles/issues

On CRAN:

Conda:

2.70 score 439 downloads 5 exports 16 dependencies

Last updated from:1410186e14. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK119
source / vignettesOK223
linux-release-x86_64OK141
macos-release-arm64OK144
macos-oldrel-arm64OK161
windows-develOK87
windows-releaseOK79
windows-oldrelOK77
wasm-releaseOK106

Exports:ConditionalCDFMeanimileEstimatorMeanimileLinearRegressionMeanimileNonparametricRegressionPortfolioMeanimile

Dependencies:ADGofTestclustercolorspacecopulafitdistrplusgsllatticeMASSMatrixmvtnormnumDerivpcaPPpsplinerlangstabledistsurvival