ExtremalDep (0.0.3-3)

0 users

Extremal Dependence Models.

http://faculty.unibocconi.it/simonepadoan
http://cran.r-project.org/web/packages/ExtremalDep

A set of procedures for modelling parametrically and non-parametrically the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. Adapts the methodologies derived in Beranger et al. (2019) , Beranger et al. (2017) , Beranger and Padoan (2015) , Marcon et al. (2017) , Marcon et al. (2017) and Marcon et al. (2016) . It also refers to the works of Bortot (2010) , Padoan (2011) , Cooley et al. (2010) , Husler and Reiss (1989) , Engelke et al. (2015) , Coles and Tawn (1991) , Nikoloulopoulos et al. (2011) , Opitz (2013) , Tawn (1990) , Azzalini (1985) , Azzalini and Capitanio (2014) , Azzalini (2003) , Azzalini and Capitanio (1999) , Azzalini and Dalla Valle (1996) , Einmahl et al. (2013) , Naveau et al (2009) and Heffernan and Tawn (2004) .

Maintainer: Simone Padoan
Author(s): Boris Beranger [aut], Simone Padoan [cre, aut], Giulia Marcon [aut], Steven G. Johnson [ctb] (Author of included cubature fragments)

License: GPL (>= 2)

Uses: CompRandFld, copula, evd, fda, gtools, mvtnorm, nloptr, numDeriv, quadprog, rlist, sn

Released 4 months ago.


1 previous version

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of ExtremalDep yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for ExtremalDep on google, google scholar, r-help, r-devel.

Visit ExtremalDep on R Graphical Manual.