perej1/extreme: Multivariate Extreme Region Estimation for Elliptical Distributions

Provides an estimator for extreme regions of multivariate heavy-tailed elliptical distributions. One can also create samples from elliptical distributions.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.0.9000
URL https://github.com/perej1/extreme
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("perej1/extreme")
perej1/extreme documentation built on Dec. 4, 2024, 4:27 p.m.