|
BMAmevt
|
Multivariate Extremes: Bayesian Estimation of the Spectral
Measure |
1.0.5 |
Apr 20, 2023 |
|
TruncatedNormal
|
Truncated Multivariate Normal and Student Distributions |
2.3 |
Jul 8, 2024 |
|
VaRES
|
Computes Value at Risk and Expected Shortfall for over 100
Parametric Distributions |
1.0.2 |
Apr 21, 2023 |
|
evt0
|
Mean of Order P, Peaks over Random Threshold Hill and High
Quantile Estimates |
1.1.5 |
Jul 8, 2024 |
|
hkevp
|
Spatial Extreme Value Analysis with the Hierarchical Model of
Reich and Shaby (2012) |
1.1.6 |
Sep 26, 2025 |
|
jointPm
|
Risk Estimation Using the Joint Probability Method |
2.3.2 |
Apr 22, 2023 |
|
ksm
|
Kernel Density Estimation for Random Symmetric Positive Definite
Matrices |
1.1 |
Jun 6, 2026 |
|
lcopula
|
Liouville Copulas |
1.0.7 |
Dec 5, 2023 |
|
longevity
|
Statistical Methods for the Analysis of Excess Lifetimes |
1.3.1 |
Jul 13, 2026 |
|
mev
|
Modelling of Extreme Values |
2.2 |
Apr 14, 2026 |
|
mig
|
Multivariate Inverse Gaussian Distribution |
2.0 |
Apr 8, 2025 |
|
mvPot
|
Multivariate Peaks-over-Threshold Modelling for Spatial Extreme
Events |
0.1.7 |
Mar 13, 2025 |