Package: maxstablePCA 0.1.2
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_0.1.2.tar.gz
maxstablePCA_0.1.2.tar.gz(r-4.7-arm64)maxstablePCA_0.1.2.tar.gz(r-4.7-x86_64)maxstablePCA_0.1.2.tar.gz(r-4.6-arm64)maxstablePCA_0.1.2.tar.gz(r-4.6-x86_64)
maxstablePCA_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
maxstablePCA/json (API)
| # Install 'maxstablePCA' in R: |
| install.packages('maxstablePCA', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- elbe - A dataset about daily average river discharges (in m^3 / s) for the Elbe river network at different measurement stations in Germany
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:f5169170b5. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 118 | ||
| linux-devel-x86_64 | OK | 118 | ||
| source / vignettes | OK | 192 | ||
| linux-release-arm64 | OK | 117 | ||
| linux-release-x86_64 | OK | 113 | ||
| wasm-release | OK | 101 |
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 |
| A dataset about daily average river discharges (in m^3 / s) for the Elbe river network at different measurement stations in Germany | elbe |
| 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 |