hkevp (version 1.1.6)

Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

Description

Several procedures for the hierarchical kernel extreme value process of Reich and Shaby (2012) , including simulation, estimation and spatial extrapolation. The spatial latent variable model is also included.

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Version

Install

install.packages('hkevp')

Monthly Downloads

188

Version

1.1.6

License

GPL

Maintainer

Leo Belzile

Last Published

September 26th, 2025

Functions in hkevp (1.1.6)

hkevp

A hierarchical model for spatial extreme values

hkevp.rand

Simulation of the HKEVP

hkevp.expmeasure

Exponent measure of the HKEVP

mcmc.fun

Point estimates of HKEVP fit

hkevp.predict

Predictive distribution of the max-stable process at target positions.

latent.fit

Fitting procedure of the latent variable model

mcmc.plot

Markov chains plotting

extrapol.gev

Spatial extrapolation of GEV parameters with the HKEVP

extrapol.return.level

Spatial extrapolation of a return level.

mcmc_hkevp

C routine for fitting either the HKEVP or the latent variable model with MCMC.

hkevp.fit

Fitting procedure of the HKEVP with MCMC algorithm

return.level

The associated return level