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ExtremalDep

1.0.0Package record

Extremal Dependence Models

0packages depend
4Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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

CRAN checks
13OK
Slowest check: 5.4 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.0.0
READMEYes · 365 wordsVignettesNoNEWSNoCitation fileNoWebsiteYes
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

4K
CRAN downloads in the past year
Rank #8,787 · ~11/day · ~330/mo
Daily download trend is not available in this view yet.
47730 days
1.1K90 days
4K1 year
Compare downloads with other packages →
Also on382 r2u13 autocran85 c2d4u

Repository

0Stars
0Forks
0Open issues
0Open PRs
0Releases
Last activity 2025-08-20
Responsiveness
not measured
PracticesBeta

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.

Continuous integration (1)
GitHub Actions
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
13 external dependencies (excludes base and recommended)

Installing ExtremalDep adds 54 packages (32 with compiled code, 42 MB of source tarballs). Heaviest: ggplot2 6.0 MB, fds 3.7 MB, copula 3.5 MB.

Depends (1)
R >= 3.5.0
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (9)
Maintainer since 0.0.3-1 (2019), Author
Contributor · added in 0.0.4-1
Author of included cubature fragments
Contributor · added in 0.0.4-1
Author of included cubature fragments
Contributor
Author of included cubature fragments
Contributor · added in 0.0.4-3
Author of PAMfmado function
Contributor · added in 0.0.4-0
Author of included BMAmevt fragments
Contributor · added in 0.0.4-0
Releases (11)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.0Latest
    record
    2025-08-21 · current release · diff ↗
  • 0.0.4-5
    record
    2025-06-29 · diff ↗ ·
    removed 3 exports
    plot_ExtDep, plot_ExtDep.np, summary_ExtDep
    added 10 exports
    angular.plot, lambda.HR, pickands.plot, est, StdErr, model, method, bic, tic, returns.plot
  • R
    R 4.5.0 released · 2025-04-11
  • 0.0.4-4
    record
    2024-12-18 · diff ↗
  • 0.0.4-3
    record
    2024-12-12 · diff ↗ ·
    added 1 export
    PAMfmado
  • 0.0.4-2
    record
    2024-10-06 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • unarchivedReturned to CRAN
    2023-09-25
  • 0.0.4-1
    record
    2023-09-25 · diff ↗
  • archivedRemoved from CRAN
    2023-09-19
    check issues were not corrected in time
  • R
    R 4.3.0 released · 2023-04-21
  • 0.0.4-0
    record
    2023-02-26 · 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, ExtQset
    added 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 CRAN
    2022-05-09
  • 0.0.3-5
    record
    2022-05-09 · diff ↗
  • archivedRemoved from CRAN
    2022-05-04
    requires archived package 'CompRandFld'
Show 7 earlier eventsHide 7 earlier events
  • R
    R 4.2.0 released · 2022-04-22
  • 0.0.3-4
    record
    2021-09-23 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 0.0.3-3
    record
    2020-01-16 · diff ↗
  • 0.0.3-1
    record
    2019-08-29
  • R
    R 3.6.0 released · 2019-04-26

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
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ExtremalDep")
Padoan, S., Brian Gough, Rudolf Schuerer, Beranger, B., Johnson, S. G., Marcon, G., Naveau, P., Sabourin, A., & Stephenson, A. G. (2025). ExtremalDep: Extremal Dependence Models (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.ExtremalDep

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ExtremalDep version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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