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].

Author
Alexis Bienvenüe [aut, cre], Christian Robert [aut]
Date of publication
2015-01-14 12:30:22
Maintainer
Alexis Bienvenüe <alexis.bienvenue@univ-lyon1.fr>
License
GPL (>= 2)
Version
0.1.1
URLs

View on CRAN

Man pages

build.clusters.spatial
Builds clusters with a given maximum size using a k-means...
dens.grid
Computes the likelihood function on a grid of parameters
excess.censor
Transforms data to normalized exceedances with censoring
excess.l
Likelihood for vectors of exceedance with censored components
margin
Margin distributions
margin-class
margin class
maxblocks
Computes the normalized componentwise maxima with their...
maxgrid
Identifies the coordinates of the maximum on a grid
maxlik
Maximum likelihood estimation
maxstable
Partition-composite likelihood for multivariate max-stable...
mubz.copula
mu(B,z) for the copula model
mubz.lnormal
mu(B,z) for the Log-normal model
mubz.normal
mu(B,z) for the Gaussian model
plot3d.densgrid
3D visualisation of the computed values of the likelihood...
rCMS
Simulation of vectors in the maximum domain of attraction of...
rSchlatherExcess
Simulation of vectors in the maximum domain of attraction of...
select.mean
Selects vectors for which the mean of the components is...
simultoccur.l
Likelihood for vectors of componentwise maxima with...
spatial
Spatial models
spatial-class
spatial class

Files in this package

HiDimMaxStable
HiDimMaxStable/NAMESPACE
HiDimMaxStable/R
HiDimMaxStable/R/spatial.R
HiDimMaxStable/R/parallel.R
HiDimMaxStable/R/identification.R
HiDimMaxStable/R/simultoccur.R
HiDimMaxStable/R/excess.R
HiDimMaxStable/R/max-likelihood.R
HiDimMaxStable/R/mubz.lnormal.R
HiDimMaxStable/R/plots.R
HiDimMaxStable/R/mubz.normal.R
HiDimMaxStable/R/maxstable.R
HiDimMaxStable/R/mubz.R
HiDimMaxStable/R/margins.R
HiDimMaxStable/R/mubz.copula.R
HiDimMaxStable/MD5
HiDimMaxStable/DESCRIPTION
HiDimMaxStable/man
HiDimMaxStable/man/dens.grid.Rd
HiDimMaxStable/man/margin.Rd
HiDimMaxStable/man/excess.l.Rd
HiDimMaxStable/man/spatial-class.Rd
HiDimMaxStable/man/rCMS.Rd
HiDimMaxStable/man/mubz.copula.Rd
HiDimMaxStable/man/spatial.Rd
HiDimMaxStable/man/simultoccur.l.Rd
HiDimMaxStable/man/excess.censor.Rd
HiDimMaxStable/man/build.clusters.spatial.Rd
HiDimMaxStable/man/margin-class.Rd
HiDimMaxStable/man/plot3d.densgrid.Rd
HiDimMaxStable/man/mubz.normal.Rd
HiDimMaxStable/man/select.mean.Rd
HiDimMaxStable/man/maxgrid.Rd
HiDimMaxStable/man/maxblocks.Rd
HiDimMaxStable/man/maxlik.Rd
HiDimMaxStable/man/rSchlatherExcess.Rd
HiDimMaxStable/man/maxstable.Rd
HiDimMaxStable/man/mubz.lnormal.Rd