Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events
Overview
Tools for high-dimensional peaks-over-threshold inference and simulation of Brown-Resnick and extremal Student spatial extremal processes. These include optimization routines based on censored likelihood and gradient scoring, and exact simulation algorithms for max-stable and multivariate Pareto distributions based on rejection sampling. Fast multivariate Gaussian and Student distribution functions using separation-of-variable algorithm with quasi Monte Carlo integration are also provided. Key references include de Fondeville and Davison (2018) doi:10.1093/biomet/asy026, Thibaud and Opitz (2015) doi:10.1093/biomet/asv045, Wadsworth and Tawn (2014) doi:10.1093/biomet/ast042 and Genz and Bretz (2009) doi:10.1007/978-3-642-01689-9.
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Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 11includes a package overview page
- Examples that run
- 100%11 run in a plain check
- Exported functions with examples
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- Documented parameters
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- Return-value docs
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- Help pages citing references
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Downloads
Repository
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- Median days to close, 50 most recently updated closed issues
- 6
- Median days to close, 50 most recently updated closed PRs
- 4
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2 development-tooling and community-health practices detected across 1 family in the upstream repository
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Dependencies
Installing mvPot adds 3 packages (2 with compiled code, 1.1 MB of source tarballs). Heaviest: evd 898 KB, gmp 163 KB, numbers 55 KB.
Code & Tests
People & History
Previously maintained by Raphael de Fondeville (0.1.0 to 0.1.6).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- unarchivedReturned to CRAN2025-03-13
- 0.1.7Latest
- archivedRemoved from CRAN2024-09-23email to the maintainer is undeliverable
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-10-13
- 0.1.62023-10-13 · diff ↗
- archivedRemoved from CRAN2023-07-11issues were not corrected in time
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.1.52021-02-25 · diff ↗
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
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Package metadata
- First published
- 2016-06-23
- Total releases
- 8 / 10 yrs
- License
- GPL-2 OSI
- Download size
- 26 KB
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