lbelzile/BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version1.0.5
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("lbelzile/BMAmevt")
lbelzile/BMAmevt documentation built on April 28, 2023, 2:29 p.m.