Package: mev
Type: Package
Title: Multivariate Extreme Value Distributions
Version: 1.13.1
Date: 2020-01-26
Authors@R: c(person(given="Leo", family="Belzile", role = c("aut", "cre"), email = "belzilel@gmail.com", comment = c(ORCID = "0000-0002-9135-014X")), person(given="Jennifer L.", family="Wadsworth", role=c("aut")), person(given="Paul J.", family="Northrop", role=c("aut")), person(given="Scott D.", family="Grimshaw", role=c("aut")), person(given="Jin", family="Zhang", role=c("ctb")), person(given="Michael A.", family="Stephens", role=c("ctb")), person(given="Art B.", family="Owen", role=c("ctb")), person(given="Raphael", family="Huser", role=c("aut")))
Description: 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>.
License: GPL-3
BugReports: https://github.com/lbelzile/mev/issues
URL: https://github.com/lbelzile/mev/
Depends: R (>= 2.10)
Imports: alabama, boot, evd, methods, nleqslv, nloptr (>= 1.2.0), Rcpp
        (>= 0.12.16), stats, TruncatedNormal (>= 1.1)
Suggests: cobs, knitr, mvPot (>= 0.1.4), mvtnorm, gmm, revdbayes, ismev
LinkingTo: Rcpp, RcppArmadillo
LazyData: true
RoxygenNote: 7.0.2
VignetteBuilder: knitr
Encoding: UTF-8
ByteCompile: true
NeedsCompilation: yes
Packaged: 2020-01-27 03:35:30 UTC; leo
Author: Leo Belzile [aut, cre] (<https://orcid.org/0000-0002-9135-014X>),
  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@gmail.com>
Repository: CRAN
Date/Publication: 2020-01-27 06:10:02 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 07:19:16 UTC; windows
Archs: i386, x64
