mvPot
Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events
Tools for high-dimensional peaks-over-threshold inference and simulation of Brown-Resnick and extremal Student spatial extremal processes. These include optimization routines based on censored likelihood and gradient scoring, and exact simulation algorithms for max-stable and multivariate Pareto distributions based on rejection sampling. Fast multivariate Gaussian and Student distribution functions using separation-of-variable algorithm with quasi Monte Carlo integration are also provided. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn (2014) <doi:10.1093/biomet/ast042> and Genz and Bretz (2009) <doi:10.1007/978-3-642-01689-9>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.7 |
rolling linux/jammy R-4.5 | mvPot_0.1.7.tar.gz |
118.1 KiB |
0.1.7 |
rolling linux/noble R-4.5 | mvPot_0.1.7.tar.gz |
118.8 KiB |
0.1.7 |
rolling source/ R- | mvPot_0.1.7.tar.gz |
25.7 KiB |
0.1.7 |
latest linux/jammy R-4.5 | mvPot_0.1.7.tar.gz |
118.1 KiB |
0.1.7 |
latest linux/noble R-4.5 | mvPot_0.1.7.tar.gz |
118.8 KiB |
0.1.7 |
latest source/ R- | mvPot_0.1.7.tar.gz |
25.7 KiB |
0.1.7 |
2026-04-26 source/ R- | mvPot_0.1.7.tar.gz |
25.7 KiB |
0.1.7 |
2026-04-23 source/ R- | mvPot_0.1.7.tar.gz |
25.7 KiB |
0.1.7 |
2026-04-09 windows/windows R-4.5 | mvPot_0.1.7.zip |
188.2 KiB |
0.1.7 |
2025-04-20 source/ R- | mvPot_0.1.7.tar.gz |
25.7 KiB |