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ExtremalDep
View on CRAN: Click
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Download and install ExtremalDep package within the R console
Install from CRAN:
install.packages("ExtremalDep")
Install from Github:
library("remotes")
install_github("cran/ExtremalDep") Install by package version:
library("remotes")
install_version("ExtremalDep", "1.0.0") Attach the package and use:
library("ExtremalDep")
Maintained by
Simone Padoan
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All associated links for this package
First Published: 2019-08-29
Latest Update: 2025-06-29
Description:
A set of procedures for parametric and non-parametric modelling of the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. It adapts the methodologies of Beranger and Padoan (2015) , Marcon et al. (2016) , Marcon et al. (2017) , Marcon et al. (2017) and Beranger et al. (2021) . This package also allows for the modelling of spatial extremes using flexible max-stable processes. It provides simulation algorithms and fitting procedures relying on the Stephenson-Tawn likelihood as per Beranger at al. (2021) .
How to cite:
Simone Padoan (2019). ExtremalDep: Extremal Dependence Models. R package version 1.0.0, https://cran.r-project.org/web/packages/ExtremalDep. Accessed 04 Jun. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for ExtremalDep
Functions, R codes and Examples using
the ExtremalDep R package
Some associated functions: AngDensPlot . ExtQset . MilanPollution . UniExtQ . Wind . alik . angular . bbeed . beed.boot . beed.confband . beed . chi.bsn . chi.extst . dens . dens_extr_mod . desn . dest . dmesn . dmest . ellipse . excess_pr_extr_mod . exponent_extr_mod . fit_pclik_extr_mod . madogram . pk.extst . plot.bbeed . pollution . posteriorMCMC . prior . proposal . r_extr_mod . returns . summary.bbeed .
Some associated R codes: 0_sim.R . ApproxBayesian.R . ApproxLikelihood.R . ConfidenceBands.R . ConvexityConstraints.R . Densities.R . Dependence.R . Distributions.R . Distributions_extr_mod.R . ExtQset.R . ExtremalDep.R . Madogram.R . PlotDens3d.R . Qsets.R . UnivExtremeQ.R . adaptIntegrate.R . bbeed.R . beed.R . loglikelihood.R . plots.R . prior.R . Full ExtremalDep package functions and examples
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