# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "ExtremalDep" in publications use:' type: software license: GPL-2.0-or-later title: 'ExtremalDep: Extremal Dependence Models' version: 0.0.4-2 doi: 10.32614/CRAN.package.ExtremalDep abstract: 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) , Marcon et al. (2016) , Marcon et al. (2017) , Marcon et al. (2017) and Beranger et al. (2021) . 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) . authors: - family-names: Beranger given-names: Boris email: borisberanger@gmail.com - family-names: Padoan given-names: Simone email: simone.padoan@unibocconi.it - family-names: Marcon given-names: Giulia email: giuliamarcongm@gmail.com repository: https://CRAN.R-project.org/package=ExtremalDep repository-code: https://github.com/borisberanger/ExtremalDep url: https://faculty.unibocconi.it/simonepadoan/ date-released: '2024-10-06' contact: - family-names: Padoan given-names: Simone email: simone.padoan@unibocconi.it