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] (<https://orcid.org/0000-0002-9135-014X>), Anne Sabourin [aut] (<https://orcid.org/0000-0002-5096-9157>)
MaintainerLeo Belzile <belzilel@gmail.com>
LicenseGPL (>= 2)
Version1.0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BMAmevt")

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BMAmevt documentation built on Dec. 19, 2019, 1:06 a.m.