DESCRIPTION

Package: dgumbel
Type: Package
Title: The Gumbel Distribution Functions and Gradients
Version: 1.0.1
Date: 2020-04-07
Authors@R: c(person("Berent Ånund Strømnes","Lunde",role=c("aut","cre","cph"),email="lundeberent@gmail.com"),
             person("Robin","Hogan",role="ctb", comment = "Author of included Adept library"),
             person("The University of Reading", role=c("cph"), comment = "Copyright holder of included Adept library"))
Maintainer: Berent Ånund Strømnes Lunde <lundeberent@gmail.com>
Description: 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.
License: GPL (>= 2)
URL: https://github.com/blunde1/dgumbel
BugReports: https://github.com/blunde1/dgumbel/issues
Encoding: UTF-8
Imports: Rcpp (>= 1.0.2)
LinkingTo: Rcpp, RcppEigen
RoxygenNote: 6.1.1