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AGCA4extremes
View on CRAN: Click
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Download and install AGCA4extremes package within the R console
Install from CRAN:
install.packages("AGCA4extremes")
Install from Github:
library("remotes")
install_github("cran/AGCA4extremes") Install by package version:
library("remotes")
install_version("AGCA4extremes", "0.1.0") Attach the package and use:
library("AGCA4extremes")
Maintained by
Alberto Quaini
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First Published: 2026-07-17
Latest Update: 2026-07-17
Description:
Implements anchored geodesic component analysis for multivariate extremes. The package provides Pareto and rank-Pareto marginal standardization, top-k angular extraction, anchored eigensolutions, reconstruction, diagnostics, nonparametric bootstrap tools, and plotting methods for benchmark-relative angular variation.
How to cite:
Alberto Quaini (2026). AGCA4extremes: Anchored Geodesic Component Analysis for Extremes. R package version 0.1.0, https://cran.r-project.org/web/packages/AGCA4extremes. Accessed 04 Oct. 2026.
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