Inference of high dimensional max-stable
distributions, from the paper "Likelihood based inference for
high-dimensional extreme value distributions", by A. Bienvenüe
and C. Robert, arXiv:1403.0065 [stat.AP].
Version: |
0.1 |
Depends: |
R (≥ 2.2.0), methods, copula |
Imports: |
mnormt, partitions, maxLik, mnormpow, VGAM |
Suggests: |
rgl, snowfall, MASS, SpatialExtremes |
Published: |
2014-10-08 |
Author: |
Alexis Bienvenüe [aut, cre],
Christian Robert [aut] |
Maintainer: |
Alexis Bienvenüe <alexis.bienvenue at univ-lyon1.fr> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: |
http://arxiv.org/abs/1403.0065 |
NeedsCompilation: |
no |
CRAN checks: |
HiDimMaxStable results |