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maxstablePCA

Apply a PCA Like Procedure Suited for Multivariate Extreme Value Distributions

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.

Versions across snapshots

VersionRepositoryFileSize
0.1.2 rolling linux/jammy R-4.5 maxstablePCA_0.1.2.tar.gz 301.4 KiB
0.1.2 rolling linux/noble R-4.5 maxstablePCA_0.1.2.tar.gz 301.4 KiB
0.1.2 rolling source/ R- maxstablePCA_0.1.2.tar.gz 175.0 KiB
0.1.2 latest linux/jammy R-4.5 maxstablePCA_0.1.2.tar.gz 301.4 KiB
0.1.2 latest linux/noble R-4.5 maxstablePCA_0.1.2.tar.gz 301.4 KiB
0.1.2 latest source/ R- maxstablePCA_0.1.2.tar.gz 175.0 KiB
0.1.2 2026-04-26 source/ R- maxstablePCA_0.1.2.tar.gz 175.0 KiB
0.1.2 2026-04-23 source/ R- maxstablePCA_0.1.2.tar.gz 175.0 KiB
0.1.2 2026-04-09 windows/windows R-4.5 maxstablePCA_0.1.2.zip 308.4 KiB
0.1.1 2025-04-20 source/ R- maxstablePCA_0.1.1.tar.gz 12.0 KiB

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