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>.">

mev: Modelling of Extreme Values (original) (raw)

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: 2.1
Depends: R (≥ 3.4)
Imports: alabama, methods, nleqslv, numDeriv, Rcpp (≥ 0.12.16), Rsolnp, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: boot, cobs, evd, expint, knitr, MASS, mvPot (≥ 0.1.4), mvtnorm, gmm, revdbayes, rmarkdown, ismev, tinytest, TruncatedNormal (≥ 1.1)
Published: 2025-11-11
DOI: 10.32614/CRAN.package.mev
Author: Leo Belzile ORCID iD [aut, cre], Jennifer L. Wadsworth [aut], Paul J. Northrop ORCID iD [aut], Raphael Huser ORCID iD [aut], Scott D. Grimshaw ORCID iD [aut], Jin Zhang [ctb], Michael A. Stephens [ctb], Art B. Owen [ctb]
Maintainer: Leo Belzile
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:

Downloads:

Reverse dependencies:

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=mevto link to this page.