HiDimMaxStable: Inference on High Dimensional Max-Stable Distributions

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].

Getting started

Package details

AuthorAlexis Bienvenüe [aut, cre], Christian Robert [aut]
MaintainerAlexis Bienvenüe <alexis.bienvenue@univ-lyon1.fr>
LicenseGPL (>= 2)
URL http://arxiv.org/abs/1403.0065
Package repositoryView on CRAN
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HiDimMaxStable documentation built on May 29, 2017, 6:20 p.m.