BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Package details

AuthorLeo Belzile [cre] (<>), Anne Sabourin [aut] (<>)
MaintainerLeo Belzile <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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BMAmevt documentation built on Dec. 19, 2019, 1:06 a.m.