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graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

v0.3.5 · Mar 30, 2026 · GPL-3
CRAN GitHub Mirror

Description

Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 WARNING
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (1 non-OK)
WARNING r-oldrel-windows-x86_64

dependencies in R code

Missing or unexported objects:
  'CVXR::diag' 'CVXR::solve'

Check History

WARNING 6 OK · 0 NOTE · 8 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
WARNING r-devel-linux-x86_64-debian-clang

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-linux-x86_64-debian-gcc

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-clang

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-windows-x86_64

dependencies in R code

Missing or unexported objects:
  'CVXR::diag' 'CVXR::solve'
WARNING r-release-linux-x86_64

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-release-windows-x86_64

dependencies in R code

Missing or unexported objects:
  'CVXR::diag' 'CVXR::solve'
WARNING r-oldrel-windows-x86_64

dependencies in R code

Missing or unexported objects:
  'CVXR::diag' 'CVXR::solve'

Reverse Dependencies (1)

depends

satdad

Dependency Network

Dependencies Reverse dependencies igraph mvtnorm Rdpack stats (>= 3.6.0) corpcor osqp glmnet glassoFast CVXR satdad graphicalExtremes

Version History

updated 0.3.5 ← 0.3.4 diff Mar 30, 2026
new 0.3.4 Mar 10, 2026
updated 0.3.4 ← 0.3.3 diff Jun 12, 2025
updated 0.3.3 ← 0.3.2 diff Nov 13, 2024
updated 0.3.2 ← 0.3.1 diff Apr 17, 2024
updated 0.3.1 ← 0.3.0 diff Feb 21, 2024
updated 0.3.0 ← 0.2.0 diff Nov 12, 2023
updated 0.2.0 ← 0.1.0 diff Dec 1, 2022
new 0.1.0 Nov 7, 2019