This package is considered a duplicate. The official version of this package is found at:https://borisberanger.r-universe.dev/ExtremalDep

Package: ExtremalDep 1.0.0

Simone Padoan

ExtremalDep: Extremal Dependence Models

A set of procedures for parametric and non-parametric modelling of the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. It adapts the methodologies of Beranger and Padoan (2015) <doi:10.48550/arXiv.1508.05561>, Marcon et al. (2016) <doi:10.1214/16-EJS1162>, Marcon et al. (2017) <doi:10.1002/sta4.145>, Marcon et al. (2017) <doi:10.1016/j.jspi.2016.10.004> and Beranger et al. (2021) <doi:10.1007/s10687-019-00364-0>. This package also allows for the modelling of spatial extremes using flexible max-stable processes. It provides simulation algorithms and fitting procedures relying on the Stephenson-Tawn likelihood as per Beranger at al. (2021) <doi:10.1007/s10687-020-00376-1>.

Authors:Boris Beranger [aut], Simone Padoan [cre, aut], Giulia Marcon [aut], Steven G. Johnson [ctb], Rudolf Schuerer [ctb], Brian Gough [ctb], Alec G. Stephenson [ctb], Anne Sabourin [ctb], Philippe Naveau [ctb]

ExtremalDep_1.0.0.tar.gz
ExtremalDep_1.0.0.tar.gz(r-4.7-arm64)ExtremalDep_1.0.0.tar.gz(r-4.7-x86_64)ExtremalDep_1.0.0.tar.gz(r-4.6-arm64)ExtremalDep_1.0.0.tar.gz(r-4.6-x86_64)
ExtremalDep_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
ExtremalDep/json (API)

# Install 'ExtremalDep' in R:

install.packages('ExtremalDep', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/borisberanger/extremaldep/issues

Uses libs:

openblas– Optimized BLAS

Datasets:

CLAY.SALL.PAUL - Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA
CLOU.CLAY.PAUL - Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA
CLOU.CLAY.SALL - Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA
CLOU.SALL.PAUL - Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA
heatdata - Summer temperature maxima in Melbourne, Australia between 1961 and 2010
Leeds.frechet - Air quality datasets recorded in Leeds
Lingen - Hourly Wind Gust, Wind Speed, and Air Pressure at Lingen
locgrid - Summer temperature maxima in Melbourne, Australia between 1961 and 2010
logReturns - Monthly maxima of log-return exchange rates of the Pound Sterling (GBP) against the US dollar (USD) and the Japanese yen (JPY), between March 1991 and December 2014
mellat - Summer temperature maxima in Melbourne, Australia between 1961 and 2010
mellon - Summer temperature maxima in Melbourne, Australia between 1961 and 2010
Milan.summer - Pollution data for summer and winter months in Milan, Italy
Milan.winter - Pollution data for summer and winter months in Milan, Italy
NSN - Air quality datasets recorded in Leeds
Ossendorf - Hourly Wind Gust, Wind Speed, and Air Pressure at Lingen
ParcayMeslay - Hourly Wind Gust, Wind Speed, and Air Pressure at Lingen
PNN - Air quality datasets recorded in Leeds
PNNS - Air quality datasets recorded in Leeds
PNS - Air quality datasets recorded in Leeds
PrecipFrance - Weekly maxima of hourly rainfall in France
scalegrid - Summer temperature maxima in Melbourne, Australia between 1961 and 2010
shapegrid - Summer temperature maxima in Melbourne, Australia between 1961 and 2010
winterdat - Air quality datasets recorded in Leeds

On CRAN:

openblas

2.00 score 7 scripts 351 downloads 45 exports 63 dependencies

Last updated from:55c675e6d3. Checks:6 OK. Indexed: no.

Target	Result	Time
linux-devel-arm64	OK	227
linux-devel-x86_64	OK	232
source / vignettes	OK	201
linux-release-arm64	OK	204
linux-release-x86_64	OK	191
wasm-release	OK	132

Exports:angular angular.plot beed beed.boot beed.confband bic desn dest dExtDep dGEV diagnostics dim_ExtDep dmesn dmest ellipse est ExtQ fExtDep fExtDep.np fExtDepSpat fGEV index.ExtDep lambda.HR madogram method model PAMfmado pesn pest pExtDep pFailure pGEV pickands.plot pmesn pmest qGEV returns returns.plot rExtDep rExtDepSpat simplex StdErr tic trans2GEV trans2UFrechet

Dependencies:ADGofTest ash bitops cli cluster codetools colorspace copula cpp11 deSolve doParallel evd farver fda fds FNN foreach ggplot2 glue gsl gtable gtools hdrcde isoband iterators kernlab KernSmooth ks labeling lattice lifecycle locfit MASS Matrix MatrixModels mclust mgcv mnormt multicool mvtnorm nlme nloptr numDeriv pcaPP pracma pspline quadprog quantreg R6 rainbow RColorBrewer Rcpp RCurl rlang S7 scales sn SparseM stabledist survival vctrs viridisLite withr

Help page	Topics
Estimation of the angular density, angular measure, and random generation from the angular distribution	angular
Angular density plot.	angular.plot
Bernstein Polynomials Based Estimation of Extremal Dependence	beed
Bootstrap Resampling and Bernstein Estimation of Extremal Dependence	beed.boot
Nonparametric Bootstrap Confidence Intervals	beed.confband
Extract the Bayesian Information Criterion	bic
Univariate extended skew-normal distribution	desn pesn
Univariate extended skew-t distribution	dest pest
Parametric and non-parametric density of Extremal Dependence	dExtDep
The Generalized Extreme Value Distribution	dGEV pGEV qGEV
Diagnostics plots for MCMC algorithm	diagnostics
Dimensions calculations for parametric extremal dependence models	dim_ExtDep
Bivariate and Trivariate Extended Skew-Normal Distribution	dmesn pmesn
Bivariate and trivariate extended skew-t distribution	dmest pmest
Level sets for bivariate normal, student-t and skew-normal distributions probability densities.	ellipse
Extract the estimated parameter	est
Univariate Extreme Quantile	ExtQ
Extremal Dependence Estimation	fExtDep logLik.ExtDep_Freq plot.ExtDep_Bayes plot.ExtDep_Freq summary.ExtDep_Bayes
Non-parametric extremal dependence estimation	fExtDep.np plot.ExtDep_npBayes plot.ExtDep_npEmp plot.ExtDep_npFreq summary.ExtDep_npBayes
Fitting of a max-stable process	fExtDepSpat logLik.ExtDep_Spat
Fitting of the Generalized Extreme Value Distribution	fGEV
Summer temperature maxima in Melbourne, Australia between 1961 and 2010	heat heatdata locgrid mellat mellon scalegrid shapegrid
Index of extremal dependence	index.ExtDep
Valid set of parameters for the 3-dimensional Husler-Reiss model	lambda.HR
Monthly maxima of log-return exchange rates of the Pound Sterling (GBP) against the US dollar (USD) and the Japanese yen (JPY), between March 1991 and December 2014	logReturns
Madogram-based estimation of the Pickands Dependence Function	madogram
Extract the method attribute	method
Pollution data for summer and winter months in Milan, Italy	Milan.summer Milan.winter MilanPollution
Extract the model attribute	model
Clustering of maxima	PAMfmado
Parametric and Non-Parametric Distribution Function of Extremal Dependence	pExtDep
Probability of Falling into a Failure Region	pFailure
Plot for the Pickands dependence function	pickands.plot
Air quality datasets recorded in Leeds (U.K.)	Leeds.frechet NSN PNN PNNS PNS pollution winterdat
Weekly maxima of hourly rainfall in France	lat lon precip PrecipFrance
Compute return values	returns
Plot return levels	returns.plot
Parametric and semi-parametric random generator of extreme events	rExtDep
Random generation of max-stable processes	rExtDepSpat
Definition of a multivariate simplex	simplex
Extract the standard errors of estimated parameters	StdErr
Extract the Takeuchi Information Criterion	tic
Transformation to GEV Distribution	trans2GEV
Transformation to Unit Frechet Distribution	trans2UFrechet
Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA (March-May, 1996-2012)	CLAY.SALL.PAUL CLOU.CLAY.PAUL CLOU.CLAY.SALL CLOU.SALL.PAUL Wind
Hourly Wind Gust, Wind Speed, and Air Pressure at Lingen (GER), Ossendorf (GER), and Parcay-Meslay (FRA)	Lingen Ossendorf ParcayMeslay WindSpeedGust

Package: ExtremalDep 1.0.0

ExtremalDep: Extremal Dependence Models

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)