graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

CRAN Package

Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

  • Version0.3.3
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release11/14/2024

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  • Imports8 packages
  • Suggests8 packages
  • Reverse Depends1 package