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DESCRIPTION
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DESCRIPTION
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Package: mev
Type: Package
Title: Modelling of Extreme Values
Version: 1.17.1
Authors@R: c(person(given="Leo", family="Belzile", role = c("aut", "cre"), email = "belzilel@gmail.com", comment = c(ORCID = "0000-0002-9135-014X")), person(given="Jennifer L.", family="Wadsworth", role=c("aut")), person(given="Paul J.", family="Northrop", role=c("aut"), comment = c(ORCID = "0000-0002-1992-4882")), person(given="Scott D.", family="Grimshaw", role=c("aut"), comment = c(ORCID = "0000-0002-6326-9360")), person(given="Jin", family="Zhang", role=c("ctb")), person(given="Michael A.", family="Stephens", role=c("ctb")), person(given="Art B.", family="Owen", role=c("ctb")), person(given="Raphael", family="Huser", role=c("aut"), comment = c(ORCID = "0000-0002-1228-2071")))
Description: 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>.
License: GPL-3
URL: https://lbelzile.github.io/mev/, https://github.com/lbelzile/mev/
BugReports: https://github.com/lbelzile/mev/issues/
Depends: R (>= 3.4)
Imports:
alabama,
methods,
nleqslv,
Rcpp (>= 0.12.16),
Rsolnp,
stats,
Suggests:
boot,
cobs,
evd,
knitr,
MASS,
mvPot (>= 0.1.4),
mvtnorm,
gmm,
revdbayes,
rmarkdown,
ismev,
tinytest,
TruncatedNormal (>= 1.1)
LinkingTo: Rcpp, RcppArmadillo
LazyData: true
RoxygenNote: 7.3.2
VignetteBuilder: knitr
Encoding: UTF-8
ByteCompile: true