Crandore Hub

BMAmevt

Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Versions across snapshots

VersionRepositoryFileSize
1.0.5 2026-04-09 windows/windows R-4.5 BMAmevt_1.0.5.zip 546.9 KiB

Dependencies (latest)

Depends