ExtremalDep (version 0.0.4-1)

Extremal Dependence Models

Description

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) , Marcon et al. (2016) , Marcon et al. (2017) , Marcon et al. (2017) and Beranger et al. (2021) . 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) .

Copy Link

Version

Down Chevron

Install

install.packages('ExtremalDep')

Monthly Downloads

382

Version

0.0.4-1

License

GPL (>= 2)

Maintainer

Last Published

September 25th, 2023

Functions in ExtremalDep (0.0.4-1)