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

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Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes.

Author
Raphael de Fondeville [aut, cre]
Date of publication
2016-07-11 19:07:28
Maintainer
Raphael de Fondeville <raphael.de-fondeville@epfl.ch>
License
GPL-2
Version
0.1.1
URLs

View on CRAN

Man pages

censoredLikelihood
Censored log-likelihood function
genVecQMC
Generating vectors for lattice rules
mvPot-package
Multivariate Peaks-over-Threshold Modelling for Extreme...
mvtNormQuasiMonteCarlo
Multivariate normal distribution function
scoreEstimation
Gradient score function
simulBrownResnick
Simulation of Brown-Resnick random vectors
simulPareto
Simulate Pareto random vectors
spectralLikelihood
Spectral log-likelihood function

Files in this package

mvPot
mvPot/src
mvPot/src/mvnCppAdaptedSTL.cpp
mvPot/NAMESPACE
mvPot/NEWS.md
mvPot/R
mvPot/R/spectral_likelihood.R
mvPot/R/generating_vector.R
mvPot/R/rBrownResnick.R
mvPot/R/rMvtPar.R
mvPot/R/mvNormQMC.R
mvPot/R/gradient_score.R
mvPot/R/censored_likelihood.R
mvPot/MD5
mvPot/DESCRIPTION
mvPot/man
mvPot/man/simulPareto.Rd
mvPot/man/mvtNormQuasiMonteCarlo.Rd
mvPot/man/genVecQMC.Rd
mvPot/man/scoreEstimation.Rd
mvPot/man/mvPot-package.Rd
mvPot/man/spectralLikelihood.Rd
mvPot/man/censoredLikelihood.Rd
mvPot/man/simulBrownResnick.Rd