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>.

Version: 0.1.6
Imports: MASS, evd, numbers, gmp
Published: 2023-10-13
DOI: 10.32614/CRAN.package.mvPot
Author: Raphael de Fondeville [aut, cre], Leo Belzile ORCID iD [aut], Emeric Thibaud [ctb]
Maintainer: Raphael de Fondeville < at>
License: GPL-2
NeedsCompilation: yes
Materials: NEWS
CRAN checks: mvPot results


Reference manual: mvPot.pdf


Package source: mvPot_0.1.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mvPot_0.1.6.tgz, r-oldrel (arm64): mvPot_0.1.6.tgz, r-release (x86_64): mvPot_0.1.6.tgz, r-oldrel (x86_64): mvPot_0.1.6.tgz
Old sources: mvPot archive

Reverse dependencies:

Reverse suggests: mev


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