mev: Modelling of Extreme Values
Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.
| Version: |
1.17 |
| Depends: |
R (≥ 3.4) |
| Imports: |
alabama, methods, nleqslv, Rcpp (≥ 0.12.16), Rsolnp, stats |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
boot, cobs, evd, knitr, MASS, mvPot (≥ 0.1.4), mvtnorm, gmm, revdbayes, rmarkdown, ismev, tinytest, TruncatedNormal (≥ 1.1) |
| Published: |
2024-07-09 |
| DOI: |
10.32614/CRAN.package.mev |
| Author: |
Leo Belzile  [aut,
cre],
Jennifer L. Wadsworth [aut],
Paul J. Northrop [aut],
Scott D. Grimshaw [aut],
Jin Zhang [ctb],
Michael A. Stephens [ctb],
Art B. Owen [ctb],
Raphael Huser [aut] |
| Maintainer: |
Leo Belzile <belzilel at gmail.com> |
| BugReports: |
https://github.com/lbelzile/mev/issues/ |
| License: |
GPL-3 |
| URL: |
https://lbelzile.github.io/mev/, https://github.com/lbelzile/mev/ |
| NeedsCompilation: |
yes |
| Citation: |
mev citation info |
| Materials: |
NEWS |
| In views: |
ExtremeValue |
| CRAN checks: |
mev results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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