lbelzile/ExtLiouv: Functions for 'Extremal attractor of Liouville copulas'
Functions to estimate peaks-over-threshold data from scaled Dirichlet and negative Dirichlet extremal models. Composite likelihood estimation for unstructured Husler-Reiss and extremal student models.
Getting started
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Package details |
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| Author | Leo Belzile |
| Maintainer | <leo.belzile@epfl.ch> |
| License | GPL-2 |
| Version | 2017.01.24 |
| URL | https://github.com/lbelzile/ExtLiouv/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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