NSMM
0.1.2Non-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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-176 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-163 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Documentation
- Examples that run
- 18%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 50%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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