Package: mvPot
Type: Package
Title: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme
        Events
Version: 0.1.7
Authors@R: c(person(given="Raphael", family="de Fondeville", role = "aut", comment = c(ORCID = "0000-0002-9439-6872")),
             person(given="Leo", family="Belzile", role = c("aut", "cre"), email = "belzilel@gmail.com", comment = c(ORCID = "0000-0002-9135-014X")),
             person(given="Emeric", family="Thibaud", role = "ctb", comment = c(ORCID = "0000-0002-1899-3990")))
Description: 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>.
License: GPL-2
Imports: MASS, evd, numbers, gmp
RoxygenNote: 7.3.2
Encoding: UTF-8
URL: https://github.com/r-fndv/mvPot
NeedsCompilation: yes
Packaged: 2025-03-11 18:21:06 UTC; lbelzile
Author: Raphael de Fondeville [aut] (<https://orcid.org/0000-0002-9439-6872>),
  Leo Belzile [aut, cre] (<https://orcid.org/0000-0002-9135-014X>),
  Emeric Thibaud [ctb] (<https://orcid.org/0000-0002-1899-3990>)
Maintainer: Leo Belzile <belzilel@gmail.com>
Repository: CRAN
Date/Publication: 2025-03-13 13:00:07 UTC
Built: R 4.3.3; x86_64-apple-darwin20; 2025-03-13 14:48:32 UTC; unix
Archs: mvPot.so.dSYM
