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).

Packages

ExtremalDep	Extremal Dependence Models
	A set of procedures for parametric and non-parametric modelling of the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. It adapts the methodologies of Beranger and Padoan (2015) , Marcon et al. (2016) , Marcon et al. (2017) , Marcon et al. (2017) and Beranger et al. (2021) . This package also allows for the modelling of spatial extremes using flexible max-stable processes. It provides simulation algorithms and fitting procedures relying on the Stephenson-Tawn likelihood as per Beranger at al. (2021) .
	Version: 0.0.4-0 | Last change: 2023-02-26 19:10:45+01 | Rev.: 170
	Download: (.tar.gz) | (.zip) | Build status: Current | Stable Release: Get ExtremalDep 0.0.4-1 from CRAN
	R install command: install.packages("ExtremalDep", repos="http://R-Forge.R-project.org")
	Logs:   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)

 

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