mvPot: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events
Version 0.1.2

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

AuthorRaphael de Fondeville [aut, cre]
Date of publication2017-02-22 17:15:35
MaintainerRaphael de Fondeville <raphael.de-fondeville@epfl.ch>
LicenseGPL-2
Version0.1.2
URL http://github.com/r-fndv/mvPot
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mvPot")

Getting started

Package overview

Popular man pages

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
See all...

All man pages Function index File listing

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

Functions

censoredLikelihood Man page Source code
genVecQMC Man page Source code
mvPot Man page
mvPot-package Man page
mvtNormQuasiMonteCarlo Man page Source code
paretoBR Source code
prmrot Source code
scoreEstimation Man page Source code
simulBrownResnick Man page Source code
simulPareto Man page Source code
spectralLikelihood Man page Source code

Files

src
src/mvnCppAdaptedSTL.cpp
NAMESPACE
NEWS.md
R
R/spectral_likelihood.R
R/generating_vector.R
R/rBrownResnick.R
R/rMvtPar.R
R/mvNormQMC.R
R/gradient_score.R
R/censored_likelihood.R
MD5
DESCRIPTION
man
man/simulPareto.Rd
man/mvtNormQuasiMonteCarlo.Rd
man/genVecQMC.Rd
man/scoreEstimation.Rd
man/mvPot-package.Rd
man/spectralLikelihood.Rd
man/censoredLikelihood.Rd
man/simulBrownResnick.Rd
mvPot documentation built on May 19, 2017, 9:07 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.