Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.
Version: 1.17 Depends: R (≥ 3.4) Imports: alabama, methods, nleqslv, Rcpp (≥ 0.12.16), Rsolnp, stats LinkingTo: Rcpp, RcppArmadillo Suggests: boot, cobs, evd, knitr, MASS, mvPot (≥ 0.1.4), mvtnorm, gmm, revdbayes, rmarkdown, ismev, tinytest, TruncatedNormal (≥ 1.1) Published: 2024-07-09 DOI: 10.32614/CRAN.package.mev 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://lbelzile.github.io/mev/, https://github.com/lbelzile/mev/ NeedsCompilation: yes Citation: mev citation info Materials: NEWS In views: ExtremeValue CRAN checks: mev results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=mev to link to this page.
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