The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
A set of procedures for parametric and non-parametric modelling of the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. It adapts the methodologies of Beranger and Padoan (2015) <doi:10.48550/arXiv.1508.05561>, Marcon et al. (2016) <doi:10.1214/16-EJS1162>, Marcon et al. (2017) <doi:10.1002/sta4.145>, Marcon et al. (2017) <doi:10.1016/j.jspi.2016.10.004> and Beranger et al. (2021) <doi:10.1007/s10687-019-00364-0>. This package also allows for the modelling of spatial extremes using flexible max-stable processes. It provides simulation algorithms and fitting procedures relying on the Stephenson-Tawn likelihood as per Beranger at al. (2021) <doi:10.1007/s10687-020-00376-1>.
| Version: | 0.0.4-1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | numDeriv, evd, sn, quadprog, copula, nloptr, gtools, mvtnorm, fda, parallel, doParallel, foreach |
| Suggests: | fields, extraDistr |
| Published: | 2023-09-25 |
| Author: | Boris Beranger [aut], Simone Padoan [cre, aut], Giulia Marcon [aut], Steven G. Johnson [ctb] (Author of included cubature fragments), Rudolf Schuerer [ctb] (Author of included cubature fragments), Brian Gough [ctb] (Author of included cubature fragments), Alec G. Stephenson [ctb], Anne Sabourin [ctb] (Author of included BMAmevt fragments) |
| Maintainer: | Simone Padoan <simone.padoan at unibocconi.it> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://faculty.unibocconi.it/simonepadoan/ |
| NeedsCompilation: | yes |
| In views: | ExtremeValue |
| CRAN checks: | ExtremalDep results |
| Reference manual: | ExtremalDep.pdf |
| Package source: | ExtremalDep_0.0.4-1.tar.gz |
| Windows binaries: | r-devel: ExtremalDep_0.0.4-1.zip, r-release: ExtremalDep_0.0.4-1.zip, r-oldrel: ExtremalDep_0.0.4-1.zip |
| macOS binaries: | r-release (arm64): ExtremalDep_0.0.4-1.tgz, r-oldrel (arm64): ExtremalDep_0.0.4-1.tgz, r-release (x86_64): ExtremalDep_0.0.4-1.tgz, r-oldrel (x86_64): ExtremalDep_0.0.4-1.tgz |
| Old sources: | ExtremalDep archive |
Please use the canonical form https://CRAN.R-project.org/package=ExtremalDep to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.