r-fndv/mvPot: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.

Getting started

Package details

Maintainer
LicenseGPL-2
Version0.1.5
URL http://github.com/r-fndv/mvPot
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("r-fndv/mvPot")
r-fndv/mvPot documentation built on Jan. 10, 2020, 2:43 a.m.