R Development Page

Contributed R Packages

Below is a list of all packages provided by project Extremal Dependence.

Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).



Extremal Dependence Models

  A set of procedures for modelling parametrically and non-parametrically the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. Adapts the methodologies derived in Beranger et al. (2019) , Beranger et al. (2017) , Beranger and Padoan (2015) , Marcon et al. (2017) , Marcon et al. (2017) and Marcon et al. (2016) . It also refers to the works of Bortot (2010) , Padoan (2011) , Cooley et al. (2010) , Husler and Reiss (1989) , Engelke et al. (2015) , Coles and Tawn (1991) , Nikoloulopoulos et al. (2011) , Opitz (2013) , Tawn (1990) , Azzalini (1985) , Azzalini and Capitanio (2014) , Azzalini (2003) , Azzalini and Capitanio (1999) , Azzalini and Dalla Valle (1996) , Einmahl et al. (2013) , Naveau et al (2009) and Heffernan and Tawn (2004) .
  Version: 0.0.3-3 | Last change: 2020-01-13 23:15:39+01 | Rev.: 126
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get ExtremalDep 0.0.3-3 from CRAN
  R install command: install.packages("ExtremalDep", repos="")
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Build status codes

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