graphicalExtremes (Q60598)

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Statistical Methodology for Graphical Extreme Value Models
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English
graphicalExtremes
Statistical Methodology for Graphical Extreme Value Models

    Statements

    last update
    2 December 2022
    0 references
    software version identifier
    0.2.0
    publication date
    2 December 2022
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    author
    Nicola Gnecco
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    Manuel Hentschel
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    depends on software
    R
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    imports
    igraph
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    mvtnorm
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    Rdpack
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    stats
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    utils
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    corpcor
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    osqp
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    glmnet
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    glassoFast
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    edmcr
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    Identifiers

     
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