Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes.


News

mvPot 0.1.4

  • New functions censoredLikelihoodXS and rExtremalStudentParetoProcess.
  • Censored likelihood for Brown-Resnick renamed censoredLikelihoodBR.
  • New efficient simulation algorithm for Pareto process.
  • Remove deprecated method in C code.
  • Correction of typos.

mvPot 0.1.3

  • Correction of cluster definition condition for parallel computing.
  • Addition of mvTProbQuasiMonteCarlo for efficient quasi Monte Carlo estimation of t ditribution functions.

mvPot 0.1.2

  • Modification of genVecQMC to return previous prime integer and ready to use generating vector (no division by p is needed).
  • Replaced calls to erf by pnorm in C++ library.
  • mvtNormCpp is now registered when package is loaded.

mvPot 0.1.1

  • Added a NEWS.md file to track changes of the package.
  • Fix compilation issues with Solaris distribution.
  • Slight modifications on the documentation.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("mvPot")

0.1.4 by Raphael de Fondeville, a year ago


http://github.com/r-fndv/mvPot


Browse source code at https://github.com/cran/mvPot


Authors: Raphael de Fondeville [aut, cre] , Leo Belzile [aut] , Emeric Thibaud [ctb]


Documentation:   PDF Manual  


GPL-2 license


Imports MASS, evd, numbers, gmp


Suggested by mev.


See at CRAN