AGCA4extremes
From MaRDI portal
Description
Implements anchored geodesic component analysis for multivariate extremes. The package provides Pareto and rank-Pareto marginal standardization, top-k angular extraction, anchored eigensolutions, reconstruction, diagnostics, nonparametric bootstrap tools, and plotting methods for benchmark-relative angular variation.
This page was built for software: AGCA4extremes
