ExtremalDep
1.0.0Extremal 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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 88%
- Documented parameters
- 93%
- Return-value docs
- 92%
- References docs
- 61%
Downloads
Repository
Repository practices
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/borisberanger/extremaldep on 2026-08-16.
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
11 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0.0Latest
- 0.0.4-52025-06-29 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.0.4-42024-12-18 · diff ↗
- 0.0.4-32024-12-12 · diff ↗
- 0.0.4-22024-10-06 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.0.4-12023-09-25 · diff ↗
- unarchivedReturned to CRAN2023-09-25
- 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 ↗
- 0.0.3-52022-05-09 · diff ↗
- unarchivedReturned to CRAN2022-05-09
- 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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