Package: ExtremeCI Type: Package Title: Realistic Confidence Intervals for Non-Stationary Extreme Value Statistics Version: 0.2.1 Authors@R: c(person(c("Olivier", "C."), "Pasche", email = "olivier_pasche@alumni.epfl.ch", role = c("aut", "cre", "cph"), comment = c(ORCID = "0000-0002-1202-9199")) ) Description: This framework provides versatile algorithms to efficiently infer confidence intervals for extreme value statistics, such as extreme quantiles and return levels, that are representative of the asymmetric uncertainty spread, using extreme value theory extrapolation and the profile likelihood (see e.g., Coles (2001) ). Unlike existing algorithms, the CI endpoints are found without the need for a strict prespecified range, can be covariate-dependent, and can be based on weighted samples. This package is motivated by Zeder et al. (2023) and by Pasche et al. (2026) . License: GPL (>= 3) Encoding: UTF-8 Roxygen: list(markdown = TRUE) Imports: doFuture, dplyr, evd, foreach, future, ggplot2, magrittr, rlang, stats, tibble, tidyr, tidyselect URL: https://github.com/opasche/ExtremeCI, https://opasche.github.io/ExtremeCI/ BugReports: https://github.com/opasche/ExtremeCI/issues Config/roxygen2/version: 8.0.0 Config/pak/sysreqs: libicu-dev Repository: https://opasche.r-universe.dev Date/Publication: 2026-05-13 15:34:04 UTC RemoteUrl: https://github.com/opasche/extremeci RemoteRef: HEAD RemoteSha: da8ef1edaeeb9db211ce9aa2c19b0a72ff5e58e8 NeedsCompilation: no Packaged: 2026-10-19 11:01:58 UTC; root Author: Olivier C. Pasche [aut, cre, cph] (ORCID: ) Maintainer: Olivier C. Pasche