Man pages for mvPot
Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

censoredLikelihoodBRCensored log-likelihood function for the Brown-Resnick model.
censoredLikelihoodXSCensored log-likelihood function of the extremal Student...
genVecQMCGenerating vectors for lattice rules
mvPot-packageMultivariate Peaks-over-Threshold Modelling for Extreme...
mvtNormQuasiMonteCarloMultivariate normal distribution function
mvTProbQuasiMonteCarloMultivariate t distribution function
rExtremalStudentParetoProcessSimulation of extremal Student generalized Pareto vectors
scoreEstimationGradient score function for the Brown-Resnick model.
simulBrownResnickSimulation of Brown-Resnick random vectors
simulParetoSimulate Pareto random vectors
spectralLikelihoodSpectral log-likelihood function
mvPot documentation built on April 10, 2018, 1:04 a.m.