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ExtremalDep  

Extremal Dependence Models
View on CRAN: Click here


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
[Scholar Profile | Author Map]
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:
0.0.3-1 (2019-08-29 09:40), 0.0.3-3 (2020-01-16 14:20), 0.0.3-4 (2021-09-23 18:10), 0.0.3-5 (2022-05-09 11:00), 0.0.4-0 (2023-02-26 16:40), 0.0.4-1 (2023-09-25 20:20), 0.0.4-2 (2024-10-06 15:00), 0.0.4-3 (2024-12-12 10:00), 0.0.4-4 (2024-12-18 17:30), 0.0.4-5 (2025-06-29 10:50)
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