Package: mvPot 0.1.5
Raphael de Fondeville
mvPot: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events
Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.
Authors:
mvPot_0.1.5.tar.gz
mvPot_0.1.5.zip(r-4.5)mvPot_0.1.5.zip(r-4.4)mvPot_0.1.5.zip(r-4.3)
mvPot_0.1.5.tgz(r-4.4-x86_64)mvPot_0.1.5.tgz(r-4.4-arm64)mvPot_0.1.5.tgz(r-4.3-x86_64)mvPot_0.1.5.tgz(r-4.3-arm64)
mvPot_0.1.5.tar.gz(r-4.5-noble)mvPot_0.1.5.tar.gz(r-4.4-noble)
mvPot_0.1.5.tgz(r-4.4-emscripten)mvPot_0.1.5.tgz(r-4.3-emscripten)
mvPot.pdf |mvPot.html✨
mvPot/json (API)
NEWS
| # Install 'mvPot' in R: |
| install.packages('mvPot', repos = c('https://r-fndv.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/r-fndv/mvpot/issues
Last updated 5 years agofrom:56e55778a7. Checks:OK: 1 NOTE: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 07 2024 |
| R-4.5-win-x86_64 | NOTE | Sep 07 2024 |
| R-4.5-linux-x86_64 | NOTE | Sep 07 2024 |
| R-4.4-win-x86_64 | NOTE | Sep 07 2024 |
| R-4.4-mac-x86_64 | NOTE | Sep 07 2024 |
| R-4.4-mac-aarch64 | NOTE | Sep 07 2024 |
| R-4.3-win-x86_64 | NOTE | Sep 07 2024 |
| R-4.3-mac-x86_64 | NOTE | Sep 07 2024 |
| R-4.3-mac-aarch64 | NOTE | Sep 07 2024 |
Exports:censoredLikelihoodcensoredLikelihoodBRcensoredLikelihoodXSgenVecQMCmvtNormQuasiMonteCarlomvTProbQuasiMonteCarlorExtremalStudentParetoProcessscoreEstimationsimulBrownResnicksimulParetospectralLikelihood
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate Peaks-over-Threshold Modelling for Extreme Events Analysis | mvPot-package mvPot |
| Censored log-likelihood function for the Brown-Resnick model. | censoredLikelihood censoredLikelihoodBR |
| Censored log-likelihood function of the extremal Student model | censoredLikelihoodXS |
| Generating vectors for lattice rules | genVecQMC |
| Multivariate normal distribution function | mvtNormQuasiMonteCarlo |
| Multivariate t distribution function | mvTProbQuasiMonteCarlo |
| Simulation of extremal Student generalized Pareto vectors | rExtremalStudentParetoProcess |
| Gradient score function for the Brown-Resnick model. | scoreEstimation |
| Simulation of Brown-Resnick random vectors | simulBrownResnick |
| Simulate Pareto random vectors | simulPareto |
| Spectral log-likelihood function | spectralLikelihood |