R/maxstablePCA.R

In maxstablePCA: Apply a PCA Like Procedure Suited for Multivariate Extreme Value Distributions

#' Describe the package.
#' 
#' A package for complexity reduction of multivariate extremes using an
#' adapted version ov PCA and necessary tools to analyze datasets with it.
#'
#' @details The package is built on the idea of the paper TODO.
#' @name maxstablePCA
#' @import nloptr mev evd
#' @docType package