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:Felix Reinbott [aut, cre]

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'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 1 scripts 249 downloads 7 exports 1 dependencies

Last updated 2 months agofrom:857a81872c. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 08 2024
R-4.5-linux-x86_64OKOct 08 2024

Exports:compressmax_stable_prcompmaxmatmulreconstructtransform_orig_marginstransform_unitfrechettransform_unitpareto

Dependencies:nloptr