ExtremalDep

Extremal Dependence Models

CRAN Package

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) doi:10.48550/arXiv.1508.05561, Marcon et al. (2016) doi:10.1214/16-EJS1162, Marcon et al. (2017) doi:10.1002/sta4.145, Marcon et al. (2017) doi:10.1016/j.jspi.2016.10.004 and Beranger et al. (2021) doi:10.1007/s10687-019-00364-0. 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) doi:10.1007/s10687-020-00376-1.


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Last 30 days

This package has been downloaded 278 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 6 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 4,717 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 21, 2024 with 70 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Imports11 packages
  • Suggests2 packages