Package: maxstablePCA 0.1.1
Felix Reinbott
maxstablePCA: Apply a PCA Like Procedure Suited for Multivariate Extreme Value Distributions
Dimension reduction for multivariate data of extreme events with a PCA like procedure as described in Reinbott, Janßen, (2024), <doi:10.48550/arXiv.2408.10650>. Tools for necessary transformations of the data are provided.
Authors:
maxstablePCA_0.1.1.tar.gz
maxstablePCA_0.1.1.tar.gz(r-4.5-noble)maxstablePCA_0.1.1.tar.gz(r-4.4-noble)
maxstablePCA_0.1.1.tgz(r-4.4-emscripten)maxstablePCA_0.1.1.tgz(r-4.3-emscripten)
maxstablePCA.pdf |maxstablePCA.html✨
maxstablePCA/json (API)
| # Install 'maxstablePCA' in R: |
| install.packages('maxstablePCA', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 months agofrom:857a81872c. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 07 2024 |
| R-4.5-linux-x86_64 | OK | Dec 07 2024 |
Exports:compressmax_stable_prcompmaxmatmulreconstructtransform_orig_marginstransform_unitfrechettransform_unitpareto
Dependencies:nloptr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Transform data to compact representation given by max-stable PCA | compress |
| Calculate max-stable PCA with dimension p for given dataset | max_stable_prcomp |
| Multiply two matrices with a matrix product that uses maxima instead of addition | maxmatmul |
| Obtain reconstructed data for PCA | reconstruct |
| Print summary of a max_stable_prcomp object. | summary.max_stable_prcomp |
| Transform the columns of a transformed dataset to original margins | transform_orig_margins |
| Transform the columns of a dataset to (approximately) unit Frechet margins | transform_unitfrechet |
| Transform the columns of a dataset to unit Pareto | transform_unitpareto |