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maxstablePCA  

Apply a PCA Like Procedure Suited for Multivariate Extreme Value Distributions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("maxstablePCA", "0.1.1")



Attach the package and use:
library("maxstablePCA")
Maintained by
Felix Reinbott
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-09-02
Latest Update: 2024-09-06
Description:
Dimension reduction for multivariate data of extreme events with a PCA like procedure as described in Reinbott, Janßen, (2024), <doi:10.48550/arXiv.2408.10650>. Tools for necessary transformations of the data are provided.
How to cite:
Felix Reinbott (2024). maxstablePCA: Apply a PCA Like Procedure Suited for Multivariate Extreme Value Distributions. R package version 0.1.1, https://cran.r-project.org/web/packages/maxstablePCA. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2024-09-02 23:40)
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Complete documentation for maxstablePCA
Functions, R codes and Examples using the maxstablePCA R package
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