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mev: Modelling of Extreme Values

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Version: 1.17
Depends: R (≥ 3.4)
Imports: alabama, methods, nleqslv, Rcpp (≥ 0.12.16), Rsolnp, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: boot, cobs, evd, knitr, MASS, mvPot (≥ 0.1.4), mvtnorm, gmm, revdbayes, rmarkdown, ismev, tinytest, TruncatedNormal (≥ 1.1)
Published: 2024-07-09
DOI: 10.32614/CRAN.package.mev
Author: Leo Belzile ORCID iD [aut, cre], Jennifer L. Wadsworth [aut], Paul J. Northrop [aut], Scott D. Grimshaw [aut], Jin Zhang [ctb], Michael A. Stephens [ctb], Art B. Owen [ctb], Raphael Huser [aut]
Maintainer: Leo Belzile <belzilel at gmail.com>
BugReports: https://github.com/lbelzile/mev/issues/
License: GPL-3
URL: https://lbelzile.github.io/mev/, https://github.com/lbelzile/mev/
NeedsCompilation: yes
Citation: mev citation info
Materials: NEWS
In views: ExtremeValue
CRAN checks: mev results

Documentation:

Reference manual: mev.pdf
Vignettes: Exact unconditional sampling from max-stable random vectors

Downloads:

Package source: mev_1.17.tar.gz
Windows binaries: r-devel: mev_1.17.zip, r-release: mev_1.17.zip, r-oldrel: mev_1.17.zip
macOS binaries: r-release (arm64): mev_1.17.tgz, r-oldrel (arm64): mev_1.17.tgz, r-release (x86_64): mev_1.17.tgz, r-oldrel (x86_64): mev_1.17.tgz
Old sources: mev archive

Reverse dependencies:

Reverse imports: PRSim, tsdistributions
Reverse suggests: copula, lax, maxstablePCA

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mev to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.