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graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

v0.3.4 · Jun 13, 2025 · GPL-3

Description

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/rssb.12355>.

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r-devel-linux-x86_64-fedora-clang WARNING
r-devel-linux-x86_64-fedora-gcc WARNING
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 WARNING
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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WARNING r-devel-linux-x86_64-debian-gcc

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-clang

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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OK r-oldrel-macos-arm64

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OK r-oldrel-macos-x86_64

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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WARNING r-release-linux-x86_64

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

WARNING 10 OK · 0 NOTE · 4 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
WARNING r-devel-linux-x86_64-debian-gcc

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-clang

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’
WARNING r-release-linux-x86_64

dependencies in R code

Missing or unexported objects:
  ‘CVXR::diag’ ‘CVXR::solve’

Reverse Dependencies (1)

depends

Dependency Network

Dependencies Reverse dependencies igraph mvtnorm Rdpack stats (>= 3.6.0) corpcor osqp glmnet glassoFast CVXR satdad graphicalExtremes

Version History

new 0.3.4 Mar 9, 2026