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: | 2.1 |
| Depends: | R (≥ 3.4) |
| Imports: | alabama, methods,nleqslv,numDeriv,Rcpp (≥ 0.12.16),Rsolnp, stats |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | boot,cobs,evd,expint,knitr,MASS,mvPot (≥ 0.1.4),mvtnorm,gmm,revdbayes,rmarkdown,ismev,tinytest,TruncatedNormal (≥ 1.1) |
| Published: | 2025-11-11 |
| DOI: | 10.32614/CRAN.package.mev |
| Author: | Leo Belzile [aut, cre], Jennifer L. Wadsworth [aut], Paul J. Northrop [aut], Raphael Huser [aut], Scott D. Grimshaw [aut], Jin Zhang [ctb], Michael A. Stephens [ctb], Art B. Owen [ctb] |
| 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 |
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