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Dimension reduction for multivariate data of extreme events with a PCA like procedure as described in Reinbott, Janßen, (2024), <doi:10.48550/arXiv.2408.10650>. Tools for necessary transformations of the data are provided.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.0.1) |
| Imports: | nloptr |
| Suggests: | testthat, evd, mev |
| Published: | 2024-09-06 |
| DOI: | 10.32614/CRAN.package.maxstablePCA |
| Author: | Felix Reinbott [aut, cre] |
| Maintainer: | Felix Reinbott <felix.reinbott at ovgu.de> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | maxstablePCA results |
| Reference manual: | maxstablePCA.pdf |
| Package source: | maxstablePCA_0.1.1.tar.gz |
| Windows binaries: | r-devel: maxstablePCA_0.1.1.zip, r-release: maxstablePCA_0.1.1.zip, r-oldrel: maxstablePCA_0.1.1.zip |
| macOS binaries: | r-release (arm64): maxstablePCA_0.1.1.tgz, r-oldrel (arm64): maxstablePCA_0.1.1.tgz, r-release (x86_64): maxstablePCA_0.1.1.tgz, r-oldrel (x86_64): maxstablePCA_0.1.1.tgz |
| Old sources: | maxstablePCA archive |
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