mev

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes (Dombry, Engelke and Oesting, 2016, doi:10.1093/biomet/asw008), R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, doi:10.1093/biomet/ast042) and Extremal Student (Thibaud and Opitz, 2015, doi:10.1093/biomet/asv045). Threshold selection methods, including Wadsworth (2016) doi:10.1080/00401706.2014.998345), and Northrop and Coleman (2014) doi:10.1007/s10687-014-0183-z). Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) doi:10.1007/978-1-4471-3675-0).

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