HiDimMaxStable: Inference on High Dimensional Max-Stable Distributions
Version 0.1.1

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].

AuthorAlexis Bienvenüe [aut, cre], Christian Robert [aut]
Date of publication2015-01-14 12:30:22
MaintainerAlexis Bienvenüe <alexis.bienvenue@univ-lyon1.fr>
LicenseGPL (>= 2)
Version0.1.1
URL http://arxiv.org/abs/1403.0065
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("HiDimMaxStable")

Popular man pages

dens.grid: Computes the likelihood function on a grid of parameters
margin: Margin distributions
margin-class: margin class
mubz.copula: mu(B,z) for the copula 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...
See all...

All man pages Function index File listing

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

Functions

build.clusters.spatial Man page Source code
check.parallel Source code
clear.memory Source code
dens.grid Source code
dens.grid.excess Man page Source code
dens.grid.maxstable Man page Source code
dens.grid.simultoccur Man page Source code
excess.censor Man page Source code
excess.l Man page Source code
forme.csv Source code
margin-class Man page
marginExp Man page
marginFrechet Man page
marginGPD Man page
marginGamma Man page
marginLnorm Man page
marginUnif Man page
marginWeibull Man page
matrix.ranks Source code
maxblocks Man page Source code
maxgrid Man page Source code
maxlik.excess Man page Source code
maxlik.f Source code
maxlik.maxstable Man page Source code
maxlik.simultoccur Man page Source code
maxstable.l Source code
maxstable.l.clusters Man page Source code
mubz Source code
mubz.copula Man page Source code
mubz.lnormal Man page Source code
mubz.normal Man page Source code
persp.densgrid Source code
perspcolor Source code
plot3d.densgrid Man page Source code
prod.mubz Source code
rCMS Man page Source code
rSchlatherExcess Man page Source code
remember Source code
select.mean Man page Source code
set.memory Source code
sfOuter Source code
simul.maxlik.maxstable Source code
simul.maxlik.maxstable.runs Source code
simultoccur.l Man page Source code
spatial-class Man page
spatial.cor.matrix Source code
spatialBessel Man page
spatialCauchy Man page
spatialPower Man page
spatialPowerexp Man page
spatialWhittleMatern Man page
sumprod.mubz Source code
to.classes Source code
v.star Source code
var.from.points Source code
vector.ranks Source code

Files

NAMESPACE
R
R/spatial.R
R/parallel.R
R/identification.R
R/simultoccur.R
R/excess.R
R/max-likelihood.R
R/mubz.lnormal.R
R/plots.R
R/mubz.normal.R
R/maxstable.R
R/mubz.R
R/margins.R
R/mubz.copula.R
MD5
DESCRIPTION
man
man/dens.grid.Rd
man/margin.Rd
man/excess.l.Rd
man/spatial-class.Rd
man/rCMS.Rd
man/mubz.copula.Rd
man/spatial.Rd
man/simultoccur.l.Rd
man/excess.censor.Rd
man/build.clusters.spatial.Rd
man/margin-class.Rd
man/plot3d.densgrid.Rd
man/mubz.normal.Rd
man/select.mean.Rd
man/maxgrid.Rd
man/maxblocks.Rd
man/maxlik.Rd
man/rSchlatherExcess.Rd
man/maxstable.Rd
man/mubz.lnormal.Rd
HiDimMaxStable documentation built on May 19, 2017, 4:22 p.m.

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