hkevp

Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

CRAN Package

Several procedures for the hierarchical kernel extreme value process of Reich and Shaby (2012) doi:10.1214/12-AOAS591, including simulation, estimation and spatial extrapolation. The spatial latent variable model doi:10.1214/11-STS376 is also included.


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