mvPot: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.

Package details

AuthorRaphael de Fondeville [aut, cre], Leo Belzile [aut] (<https://orcid.org/0000-0002-9135-014X>), Emeric Thibaud [ctb]
MaintainerRaphael de Fondeville <raphael.de-fondeville@epfl.ch>
LicenseGPL-2
Version0.1.6
URL https://github.com/r-fndv/mvPot
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mvPot")

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mvPot documentation built on Oct. 14, 2023, 1:06 a.m.