Package: ExtremalDep
Version: 1.0.0
Date: 2025-08-15
Title: Extremal Dependence Models
Authors@R: c(person("Boris","Beranger", role = "aut", email="borisberanger@gmail.com"),
	    person("Simone","Padoan", role = c("cre","aut"), email="simone.padoan@unibocconi.it"),
	    person("Giulia", "Marcon", role = "aut", email="giuliamarcongm@gmail.com"),
	    person("Steven G.", "Johnson", role = "ctb", comment = "Author of included cubature fragments"),
	    person("Rudolf Schuerer", role = "ctb", comment = "Author of included cubature fragments"),
        	person("Brian Gough", role = "ctb", comment = "Author of included cubature fragments"),
	    person("Alec G.", "Stephenson", role = "ctb"),
	    person("Anne", "Sabourin", role = "ctb", comment = "Author of included BMAmevt fragments"),
	    person("Philippe", "Naveau", role = "ctb", comment = "Author of PAMfmado function"))
Author: Boris Beranger [aut], Simone Padoan [cre, aut], Giulia Marcon
        [aut], Steven G. Johnson [ctb] (Author of included cubature
        fragments), Rudolf Schuerer [ctb] (Author of included cubature
        fragments), Brian Gough [ctb] (Author of included cubature
        fragments), Alec G. Stephenson [ctb], Anne Sabourin [ctb]
        (Author of included BMAmevt fragments), Philippe Naveau [ctb]
        (Author of PAMfmado function)
Maintainer: Simone Padoan <simone.padoan@unibocconi.it>
Imports: numDeriv, evd, sn, quadprog, copula, nloptr, gtools, mvtnorm,
        fda, parallel, doParallel, foreach, cluster, methods
Suggests: fields, extraDistr
BugReports: https://github.com/borisberanger/ExtremalDep/issues
Description: 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>.
License: GPL (>= 2)
LazyData: yes
NeedsCompilation: yes
Repository/R-Forge/Project: extremaldep
Repository/R-Forge/Revision: 107
Repository/R-Forge/DateTimeStamp: 2019-08-12 22:22:37
Packaged: 2026-06-16 07:45:42 UTC; root
Depends: R (>= 3.5.0)
URL: https://faculty.unibocconi.it/simonepadoan/
Config/pak/sysreqs: cmake make libgsl0-dev
Repository: https://borisberanger.r-universe.dev
Date/Publication: 2025-08-20 05:26:05 UTC
RemoteUrl: https://github.com/borisberanger/extremaldep
RemoteRef: HEAD
RemoteSha: c12fdce2c7d0e86aeca965003ceef4e8d509365a