mvPot-package |
Multivariate Peaks-over-Threshold Modelling for Extreme Events Analysis |
censoredLikelihood |
Censored log-likelihood function for the Brown-Resnick model. |
censoredLikelihoodBR |
Censored log-likelihood function for the Brown-Resnick model. |
censoredLikelihoodXS |
Censored log-likelihood function of the extremal Student model |
genVecQMC |
Generating vectors for lattice rules |
mvPot |
Multivariate Peaks-over-Threshold Modelling for Extreme Events Analysis |
mvtNormQuasiMonteCarlo |
Multivariate normal distribution function |
mvTProbQuasiMonteCarlo |
Multivariate t distribution function |
rExtremalStudentParetoProcess |
Simulation of extremal Student generalized Pareto vectors |
scoreEstimation |
Gradient score function for the Brown-Resnick model. |
simulBrownResnick |
Simulation of Brown-Resnick random vectors |
simulPareto |
Simulate Pareto random vectors |
spectralLikelihood |
Spectral log-likelihood function |