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>.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.5.0) |
| Imports: | copula (≥ 1.1.7), fitdistrplus (≥ 1.2.6), stats |
| Suggests: | knitr, rmarkdown |
| Published: | 2026-04-21 |
| DOI: | 10.32614/CRAN.package.Meanimiles (may not be active yet) |
| Author: | Dieter Debrauwer 
[aut, cre, cph],
Irène Gijbels
[ctb],
Klaus Herrmann
[ctb] |
| Maintainer: | Dieter Debrauwer <dieter.debrauwer at kuleuven.be> |
| BugReports: | https://github.com/DieterDebrauwer/Meanimiles/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/DieterDebrauwer/Meanimiles |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | Meanimiles results |
Documentation:
| Reference manual: | Meanimiles.html , Meanimiles.pdf |
Downloads:
| Package source: | Meanimiles_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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