mev (1.13)

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Multivariate Extreme Value Distributions.

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) , R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, ) and Extremal Student (Thibaud and Opitz, 2015, ). Threshold selection methods, including Wadsworth (2016) , and Northrop and Coleman (2014) . Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) .

Maintainer: Leo Belzile
Author(s): Leo Belzile [aut, cre] (<>), Jennifer L. Wadsworth [aut], Paul J. Northrop [aut], Scott D. Grimshaw [aut], Jin Zhang [ctb], Michael A. Stephens [ctb], Art B. Owen [ctb], Raphael Huser [aut]

License: GPL-3

Uses: alabama, boot, evd, nleqslv, nloptr, Rcpp, TruncatedNormal, cobs, ismev, mvtnorm, gmm, knitr, mvPot, revdbayes
Reverse suggests: copula, lax

Released about 1 month ago.

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