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Conditional multivariate extreme value modelling using the approach of Heffernan and Tawn.
Package details |
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Author | Harry Southworth, Janet E. Heffernan |
Maintainer | Harry Southworth <harry.southworth@astrazeneca.com> |
License | GPL (>=2) | BSD |
Version | 1.3 |
Package repository | View on R-Forge |
Installation |
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