Multivariate Peaks-over-Threshold Modelling for Spatial Extreme
Tools for high-dimensional peaks-over-threshold inference and simulation
of spatial extremal processes. Key references include de Fondeville and Davison (2018) , Thibaud and Opitz (2015) , Wadsworth and Tawn .
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.
Correction of cluster definition condition for parallel computing.
Addition of mvTProbQuasiMonteCarlo for efficient quasi Monte Carlo estimation of t ditribution functions.
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.
Added a NEWS.md file to track changes of the package.