mvPot: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.

Version: 0.1.5
Imports: MASS, evd, numbers, gmp
Published: 2021-02-25
Author: Raphael de Fondeville [aut, cre], Leo Belzile ORCID iD [aut], Emeric Thibaud [ctb]
Maintainer: Raphael de Fondeville <raphael.de-fondeville at epfl.ch>
License: GPL-2
URL: https://github.com/r-fndv/mvPot
NeedsCompilation: yes
Materials: NEWS
CRAN checks: mvPot results

Downloads:

Reference manual: mvPot.pdf
Package source: mvPot_0.1.5.tar.gz
Windows binaries: r-devel: mvPot_0.1.5.zip, r-release: mvPot_0.1.5.zip, r-oldrel: mvPot_0.1.5.zip
macOS binaries: r-release: mvPot_0.1.5.tgz, r-oldrel: mvPot_0.1.4.tgz
Old sources: mvPot archive

Reverse dependencies:

Reverse suggests: mev

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