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depscope/cran/graphicalExtremes

graphicalExtremes

cranv0.3.5

Statistical Methodology for Graphical Extreme Value Models. Statistical methodology for sparse multivariate extreme value models. Methods are provided for exact simulation and statistical inference for multivariate Pareto distributions on graphical structures as described in the paper 'Graphical Models for Extremes' by Engelke and Hitz (2020) <doi:10.1111/rs

License GPL-3strong copyleft0 versions1 maintainers10 deps4,113 weekly dl
sebastian-engelke/graphicalExtremes
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[email protected] is safe to use (health: 53/100)

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20/25
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6/20
popularity
25/25
security
0/15
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2/15
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Dependencies (10)
igraphmvtnormRdpackstatsutilscorpcorosqpglmnetglassoFastCVXR
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First published · 2026-03-30 14:10:06

Last updated · 2026-03-30T11:50:10+00:00

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