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SpatialExtremes

Modelling Spatial Extremes

v2.1-0 · Apr 19, 2022 · GPL (>= 2)

Description

Tools for the statistical modelling of spatial extremes using max-stable processes, copula or Bayesian hierarchical models. More precisely, this package allows (conditional) simulations from various parametric max-stable models, analysis of the extremal spatial dependence, the fitting of such processes using composite likelihoods or least square (simple max-stable processes only), model checking and selection and prediction. Other approaches (although not completely in agreement with the extreme value theory) are available such as the use of (spatial) copula and Bayesian hierarchical models assuming the so-called conditional assumptions. The latter approaches is handled through an (efficient) Gibbs sampler. Some key references: Davison et al. (2012) <doi:10.1214/11-STS376>, Padoan et al. (2010) <doi:10.1198/jasa.2009.tm08577>, Dombry et al. (2013) <doi:10.1093/biomet/ass067>.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (3)

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Dependency Network

Dependencies Reverse dependencies maps fields deepspat tailDepFun eva SpatialExtremes

Version History

30 tracked
new 2.1-0 Mar 10, 2026
updated 2.1-0 ← 2.0-9 diff Apr 18, 2022
updated 2.0-9 ← 2.0-8 diff Sep 21, 2020
updated 2.0-8 ← 2.0-7.3 diff Mar 8, 2020
updated 2.0-7.3 ← 2.0-7.2 diff Jan 8, 2020
updated 2.0-7.2 ← 2.0-7.1 diff Aug 1, 2019
updated 2.0-7.1 ← 2.0-7 diff Jul 20, 2019
updated 2.0-7 ← 2.0-6 diff Jul 1, 2018
updated 2.0-6 ← 2.0-5 diff Jan 4, 2018
updated 2.0-5 ← 2.0-4 diff Sep 16, 2017
updated 2.0-4 ← 2.0-3 diff Aug 23, 2017
updated 2.0-3 ← 2.0-2 diff Aug 19, 2017
updated 2.0-2 ← 2.0-0 diff Jun 10, 2015
updated 2.0-0 ← 1.9-1 diff Mar 3, 2013
updated 1.9-1 ← 1.9-0 diff Jan 29, 2013