ExtremalDep
Extremal Dependence Models
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling source/ R- | ExtremalDep_1.0.0.tar.gz |
389.5 KiB |
1.0.0 |
latest source/ R- | ExtremalDep_1.0.0.tar.gz |
389.5 KiB |
1.0.0 |
2026-04-23 source/ R- | ExtremalDep_1.0.0.tar.gz |
389.5 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | ExtremalDep_1.0.0.zip |
1.2 MiB |