Conditional multivariate extremes : Project Home – R-Forge

Generalized Pareto distribution modelling, including penalized likelihood and Bayesian methods, and conditional multivariate extreme value modelling.

PROJECT MIGRATED TO Google Code: https://code.google.com/p/texmex/

• Development Status : 5 - Production/Stable
• Intended Audience : Developers
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Operating System : Microsoft : Windows
• Operating System : POSIX : Linux
• Programming Language : R
• Topic : Bayesian Statistics : Specific Model Fitting
• Topic : Multivariate Statistics

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