Package: ExtremalDep 0.0.4-2
Simone Padoan
ExtremalDep: Extremal Dependence Models
A set of procedures for parametric and non-parametric modelling of the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. It adapts the methodologies of Beranger and Padoan (2015) <doi:10.48550/arXiv.1508.05561>, Marcon et al. (2016) <doi:10.1214/16-EJS1162>, Marcon et al. (2017) <doi:10.1002/sta4.145>, Marcon et al. (2017) <doi:10.1016/j.jspi.2016.10.004> and Beranger et al. (2021) <doi:10.1007/s10687-019-00364-0>. This package also allows for the modelling of spatial extremes using flexible max-stable processes. It provides simulation algorithms and fitting procedures relying on the Stephenson-Tawn likelihood as per Beranger at al. (2021) <doi:10.1007/s10687-020-00376-1>.
Authors:
ExtremalDep_0.0.4-2.tar.gz
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ExtremalDep.pdf |ExtremalDep.html✨
ExtremalDep/json (API)
| # Install 'ExtremalDep' in R: |
| install.packages('ExtremalDep', repos = c('https://borisberanger.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/borisberanger/extremaldep/issues
- CLAY.SALL.PAUL - Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
- CLOU.CLAY.PAUL - Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
- CLOU.CLAY.SALL - Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
- CLOU.SALL.PAUL - Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
- Leeds.frechet - Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
- Lingen - Hourly wind gust, wind speed and air pressure at Lingen (GER), Ossendorf (GER) and Parcay-Meslay (FRA).
- Milan.summer - Pollution data for summer and winter months in Milan, Italy.
- Milan.winter - Pollution data for summer and winter months in Milan, Italy.
- NSN - Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
- Ossendorf - Hourly wind gust, wind speed and air pressure at Lingen (GER), Ossendorf (GER) and Parcay-Meslay (FRA).
- PNN - Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
- PNNS - Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
- PNS - Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
- ParcayMeslay - Hourly wind gust, wind speed and air pressure at Lingen (GER), Ossendorf (GER) and Parcay-Meslay (FRA).
- PrecipFrance - Weekly maxima of hourly rainfall in France
- heatdata - Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
- locgrid - Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
- logReturns - Monthly maxima of log-return exchange rates of the Pound Sterling (GBP) against the US dollar (USD) and the Japanese yen (JPY), between March 1991 and December 2014.
- mellat - Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
- mellon - Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
- scalegrid - Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
- shapegrid - Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
- winterdat - Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
Last updated 2 months agofrom:2e0019bee6. Checks:OK: 1 NOTE: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 06 2024 |
| R-4.5-win-x86_64 | NOTE | Nov 06 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 06 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 06 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 06 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 06 2024 |
| R-4.3-win-x86_64 | NOTE | Nov 06 2024 |
| R-4.3-mac-x86_64 | NOTE | Nov 06 2024 |
| R-4.3-mac-aarch64 | NOTE | Nov 06 2024 |
Exports:angularbeedbeed.bootbeed.confbanddesndestdExtDepdGEVdiagnosticsdim_ExtDepdmesndmestellipseExtQfExtDepfExtDep.npfExtDepSpatfGEVindex.ExtDepmadogrampesnpestpExtDeppFailurepGEVplot_ExtDepplot_ExtDep.nppmesnpmestqGEVreturnsrExtDeprExtDepSpatsimplexsummary_ExtDeptrans2GEVtrans2UFrechet
Dependencies:ADGofTestashbitopscliclustercodetoolscolorspacecopuladeSolvedoParallelevdfansifarverfdafdsFNNforeachggplot2gluegslgtablegtoolshdrcdeisobanditeratorskernlabKernSmoothkslabelinglatticelifecyclelocfitmagrittrMASSMatrixMatrixModelsmclustmgcvmnormtmulticoolmunsellmvtnormnlmenloptrnumDerivpcaPPpillarpkgconfigpracmapsplinequadprogquantregR6rainbowRColorBrewerRcppRCurlrlangscalessnSparseMstabledistsurvivaltibbleutf8vctrsviridisLitewithr
