Extremal Dependence Models
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 46
- Examples that run
- 83%33 run in a plain check (2 of them under a condition) · 5 only when donttest examples are enabled (R CMD check --as-cran) · 2 never run
- Exported functions with examples
- 100%
- Documented parameters
- 93%
- Return-value docs
- 92%
- Help pages citing references
- 61%
Downloads
Repository
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/borisberanger/extremaldep on 2026-10-11.
Dependencies
Code & Tests
Datasets
People & History
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- RR 4.6.0 released · 2026-04-24
- 1.0.0Latest
- 0.0.4-52025-06-29 · diff ↗ ·
removed 3 exports
plot_ExtDep, plot_ExtDep.np, summary_ExtDepadded 10 exports
angular.plot, lambda.HR, pickands.plot, est, StdErr, model, method, bic, tic, returns.plot - RR 4.5.0 released · 2025-04-11
- 0.0.4-42024-12-18 · diff ↗
- 0.0.4-3
- 0.0.4-22024-10-06 · diff ↗
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-09-25
- 0.0.4-12023-09-25 · diff ↗
- archivedRemoved from CRAN2023-09-19check issues were not corrected in time
- RR 4.3.0 released · 2023-04-21
- 0.0.4-02023-02-26 · diff ↗ ·
removed 18 exports
alik, AngDensPlot, chi.bsn, chi.extst, dens_extr_mod, dens, excess_pr_extr_mod, exponent_extr_mod, fit_pclik_extr_mod, pk.extst, posteriorMCMC, prior, proposal, r_extr_mod, bbeed, summary.bbeed, UniExtQ, ExtQsetadded 22 exports
dim_ExtDep, dExtDep, pExtDep, rExtDep, fExtDep, fExtDep.np, pFailure, trans2UFrechet, trans2GEV, dGEV, pGEV, qGEV, fGEV, rExtDepSpat, fExtDepSpat, index.ExtDep, plot_ExtDep, plot_ExtDep.np, diagnostics, summary_ExtDep, ExtQ, simplex - unarchivedReturned to CRAN2022-05-09
- 0.0.3-52022-05-09 · diff ↗
- archivedRemoved from CRAN2022-05-04requires archived package 'CompRandFld'
Package metadata
- First published
- 2019-08-29
- Total releases
- 11 / 7 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 212 KB / 7 files
- Download size
- 389 KB
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