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NSMM  

Non-Stationary Multivariate (Copula-Based) Framework, Hydrological Applications
View on CRAN: Click here


Download and install NSMM package within the R console
Install from CRAN:
install.packages("NSMM")

Install from Github:
library("remotes")
install_github("cran/NSMM")

Install by package version:
library("remotes")
install_version("NSMM", "0.1.2")



Attach the package and use:
library("NSMM")
Maintained by
Dorsaf Goutali
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-15
Latest Update: 2026-04-15
Description:
To account for non-stationary multivariate data, this package implements the framework including copula and marginal distributions. In addition to modeling and parameter estimations, it allows the computation and visualization of multivariate quantile curves for given events. This package is useful for a variety of disciplines such as finance, climatology and particularly for hydrological applications, where dependence structures and marginal parameters may vary over time. This framework, based on Chebana & Ouarda (2021) <doi:10.1016/j.jhydrol.2020.125907>, integrates both multivariate and non-stationary aspects to be more accurate (e.g. for risk assessment) and more realistic (e.g. considering climate changes).
How to cite:
Dorsaf Goutali (2026). NSMM: Non-Stationary Multivariate (Copula-Based) Framework, Hydrological Applications. R package version 0.1.2, https://cran.r-project.org/web/packages/NSMM. Accessed 24 Oct. 2026.
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