mev
swMATH42343CRANmevMaRDI QIDQ1352547FDOQ1352547
Modelling of Extreme Values
Paul J. Northrop, Jennifer L. Wadsworth, Léo R. Belzile, Raphael Huser, Scott D. Grimshaw
Last update: 30 November 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.14, 1.15, 1.2, 1.3, 1.5, 1.6.1, 1.6, 1.8.2, 1.10, 1.11, 1.12, 1.13.1, 1.13, 1.16
Source code repository: https://github.com/cran/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>.
- An Introduction to Statistical Modeling of Extreme Values
- Exact simulation of max-stable processes
- Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
- Efficient inference and simulation for elliptical Pareto processes
- Exploiting Structure of Maximum Likelihood Estimators for Extreme Value Threshold Selection
- Improved threshold diagnostic plots for extreme value analyses
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