lbelzile/mgp: Multivariate generalized Pareto models

Utilities for fitting Brown-Resnick, extremal Student logistic models with max-risk functional. This package is used for a simulation study with Markov chain Monte Carlo methods.

Getting started

Package details

AuthorLeo Belzile
MaintainerLeo Belzile <belzilel@gmail.com>
LicenseGPL-2
Version2023.03.03
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/mgp")
lbelzile/mgp documentation built on Aug. 5, 2023, 2:34 a.m.