graphicalExtremes (0.1.0)

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Statistical Methodology for Graphical Extreme Value Models.

http://cran.r-project.org/web/packages/graphicalExtremes

Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2018) .

Maintainer: Sebastian Engelke
Author(s): Sebastian Engelke [aut, cre], Adrien S. Hitz [aut], Nicola Gnecco [aut]

License: GPL-3

Uses: igraph, matrixcalc, mvtnorm, Rdpack, testthat

Released 4 days ago.


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