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mvPot - MaRDI portal

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mvPot (Q1352134)

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Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events
Language Label Description Also known as
English
mvPot
Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

    Statements

    instance of
    R package
    0 references
    software version identifier
    0.1.5
    publication date
    25 February 2021
    0 references
    0.1.0
    publication date
    23 June 2016
    0 references
    0.1.1
    publication date
    11 July 2016
    0 references
    0.1.2
    publication date
    22 February 2017
    0 references
    0.1.3
    publication date
    24 August 2017
    0 references
    0.1.4
    publication date
    9 April 2018
    0 references
    0.1.6
    publication date
    13 October 2023
    0 references
    programmed in
    R
    0 references
    last update
    13 October 2023
    0 references
    description
    Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. 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 <doi:10.1093/biomet/ast042>.
    0 references
    author
    Raphael de Fondeville
    0 references
    Léo R. Belzile
    0 references
    imports
    MASS
    0 references
    evd
    0 references
    numbers
    0 references
    gmp
    0 references

    Identifiers

    swMATH work ID
    42605
    0 references
    CRAN project
    mvPot
    0 references
     
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