Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.
Version: 0.3.4 Depends: R (≥ 3.6.0) Imports: igraph (≥ 1.2.4.1), mvtnorm (≥ 1.0.10), Rdpack, stats (≥ 3.6.0), utils, corpcor, osqp, glmnet, glassoFast, CVXR Suggests: testthat (≥ 2.1.0), knitr, rmarkdown, dplyr, ggplot2, bookdown, edmcr, maps Published: 2025-06-13 DOI: 10.32614/CRAN.package.graphicalExtremes Author: Sebastian Engelke [aut, cre], Adrien S. Hitz [aut], Nicola Gnecco [aut], Manuel Hentschel [aut] Maintainer: Sebastian Engelke <sebastian.engelke at unige.ch> BugReports: https://github.com/sebastian-engelke/graphicalExtremes/issues License: GPL-3 URL: https://github.com/sebastian-engelke/graphicalExtremes NeedsCompilation: no In views: ExtremeValue CRAN checks: graphicalExtremes resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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