mev: Modelling of Extreme Values

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>.

Version: 1.14
Depends: R (≥ 2.10)
Imports: alabama, evd, methods, nleqslv, nloptr (≥ 1.2.0), Rcpp (≥ 0.12.16), stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: boot, cobs, knitr, MASS, mvPot (≥ 0.1.4), mvtnorm, gmm, revdbayes, ismev, tinytest, TruncatedNormal (≥ 1.1)
Published: 2022-04-25
Author: Leo Belzile ORCID iD [aut, cre], Jennifer L. Wadsworth [aut], Paul J. Northrop [aut], Scott D. Grimshaw [aut], Jin Zhang [ctb], Michael A. Stephens [ctb], Art B. Owen [ctb], Raphael Huser [aut]
Maintainer: Leo Belzile <belzilel at gmail.com>
BugReports: https://github.com/lbelzile/mev/issues/
License: GPL-3
URL: https://lbelzile.github.io/mev/, https://github.com/lbelzile/mev/
NeedsCompilation: yes
Citation: mev citation info
Materials: NEWS
In views: ExtremeValue
CRAN checks: mev results

Documentation:

Reference manual: mev.pdf
Vignettes: Exact unconditional sampling from max-stable random vectors

Downloads:

Package source: mev_1.14.tar.gz
Windows binaries: r-devel: mev_1.14.zip, r-release: mev_1.14.zip, r-oldrel: mev_1.14.zip
macOS binaries: r-release (arm64): mev_1.14.tgz, r-oldrel (arm64): mev_1.14.tgz, r-release (x86_64): mev_1.14.tgz, r-oldrel (x86_64): mev_1.14.tgz
Old sources: mev archive

Reverse dependencies:

Reverse suggests: copula, lax

Linking:

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