Non-Stationary Multivariate (Copula-Based) Framework, Hydrological Applications
Overview
To account for non-stationary multivariate data, this package implements the framework including copula and marginal distributions. In addition to modeling and parameter estimations, it allows the computation and visualization of multivariate quantile curves for given events. This package is useful for a variety of disciplines such as finance, climatology and particularly for hydrological applications, where dependence structures and marginal parameters may vary over time. This framework, based on Chebana & Ouarda (2021) doi:10.1016/j.jhydrol.2020.125907, integrates both multivariate and non-stationary aspects to be more accurate (e.g. for risk assessment) and more realistic (e.g. considering climate changes).
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK6 OK2026-04-17
- ERROR3 OK, 1 ERROR2026-04-16
Documentation
- Help pages
- 12
- Examples that run
- 18%2 run in a plain check · 9 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Dependencies
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.2Latest2026-04-15 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-04-15
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5
- Bundled data
- 1.0 KB / 1 file
- Download size
- 29 KB
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