r-mev 1.17
Propagated dependencies: r-rsolnp@1.16 r-rcpparmadillo@14.0.2-1 r-rcpp@1.0.13-1 r-nleqslv@3.3.5 r-alabama@2023.1.0
Channel: guix-cran
Home page: https://lbelzile.github.io/mev/
Licenses: GPL 3
Synopsis: Modelling of Extreme Values
Description:
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>.
Total results: 2