Package: mvPot
Type: Package
Title: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme
        Events
Version: 0.1.7
Authors@R: c(person(given="Raphael", family="de Fondeville", role = "aut", comment = c(ORCID = "0000-0002-9439-6872")),
             person(given="Leo", family="Belzile", role = c("aut", "cre"), email = "belzilel@gmail.com", comment = c(ORCID = "0000-0002-9135-014X")),
             person(given="Emeric", family="Thibaud", role = "ctb", comment = c(ORCID = "0000-0002-1899-3990")))
Description: Tools for high-dimensional peaks-over-threshold inference
        and simulation of Brown-Resnick and extremal Student spatial
        extremal processes. These include optimization routines based
        on censored likelihood and gradient scoring, and exact
        simulation algorithms for max-stable and multivariate Pareto
        distributions based on rejection sampling. Fast multivariate
        Gaussian and Student distribution functions using
        separation-of-variable algorithm with quasi Monte Carlo
        integration are also provided. 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 (2014) <doi:10.1093/biomet/ast042> and Genz and Bretz
        (2009) <doi:10.1007/978-3-642-01689-9>.
License: GPL-2
Imports: MASS, evd, numbers, gmp
RoxygenNote: 7.3.2
Encoding: UTF-8
URL: https://github.com/r-fndv/mvPot
Config/pak/sysreqs: libgmp3-dev
Repository: https://r-fndv.r-universe.dev
Date/Publication: 2025-04-11 22:35:51 UTC
RemoteUrl: https://github.com/r-fndv/mvpot
RemoteRef: HEAD
RemoteSha: dc3ccc73f5b29277ae995b7c8d22f3f04f92dc57
NeedsCompilation: yes
Packaged: 2026-07-02 08:35:55 UTC; root
Author: Raphael de Fondeville [aut] (ORCID:
    <https://orcid.org/0000-0002-9439-6872>),
  Leo Belzile [aut, cre] (ORCID: <https://orcid.org/0000-0002-9135-014X>),
  Emeric Thibaud [ctb] (ORCID: <https://orcid.org/0000-0002-1899-3990>)
Maintainer: Leo Belzile <belzilel@gmail.com>