Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

Several procedures around a particular hierarchical model for extreme value: the HKEVP of Reich and Shaby (2012) . Simulation, estimation and spatial extrapolation of this model are available for extreme value data. A special case of this process is also handled: the Latent Variable Model of Davison et al. (2012) .


Reference manual

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1.1.4 by Quentin Sebille, 5 years ago

Browse source code at

Authors: Quentin Sebille

Documentation:   PDF Manual  

GPL license

Depends on Rcpp

Linking to Rcpp, RcppArmadillo

See at CRAN