Exact simulation from max-stable processes, R-Pareto processes for various parametric models. Threshold selection methods. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes.
Version: |
1.12 |
Depends: |
R (≥ 2.10) |
Imports: |
alabama, boot, evd, methods, nleqslv, nloptr (≥ 1.2.0), Rcpp (≥ 0.12.16), stats, TruncatedNormal (≥ 1.1) |
LinkingTo: |
Rcpp, RcppArmadillo |
Suggests: |
cobs, knitr, mvPot (≥ 0.1.4), mvtnorm, gmm, revdbayes, ismev |
Published: |
2019-06-24 |
Author: |
Leo Belzile [aut,
cre],
Jennifer L. Wadsworth [aut],
Paul J. Northrop [aut],
Scott D. Grimshaw [aut],
Jin Zhang [ctb],
Michael A. Stephens [ctb],
Art B. Owen [ctb],
Raphael Huser [aut] |
Maintainer: |
Leo Belzile <belzilel at gmail.com> |
BugReports: |
https://github.com/lbelzile/mev/issues |
License: |
GPL-3 |
URL: |
https://github.com/lbelzile/mev/ |
NeedsCompilation: |
yes |
Materials: |
NEWS |
In views: |
ExtremeValue |
CRAN checks: |
mev results |