lbelzile/demoroutines: Functions for 'Extremal attractor of Liouville copulas'
Version 2017.01.24

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

Package details

AuthorLeo Belzile
Maintainer<[email protected]>
LicenseGPL-2
Version2017.01.24
URL https://github.com/lbelzile/ExtLiouv/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("lbelzile/demoroutines")
lbelzile/demoroutines documentation built on May 21, 2017, 9:34 a.m.