graphicalExtremes

0.3.5

Statistical Methodology for Graphical Extreme Value Models

1packages depend

29.3Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Sebastian EngelkeFirst published 2019-11-088 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("graphicalExtremes", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("sebastian-engelke/graphicalExtremes")

Development version from sebastian-engelke/graphicalExtremes. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-graphicalextremes

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-graphicalExtremes

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-graphicalExtremes

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 6.1 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-06-08
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-11
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-03-10
6 OK · 0 NOTE · 8 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 88%
References docs: 16%

Downloads

29.3K

CRAN downloads in the past year

Rank #2,325 · ~80/day · ~2.4K/mo

Releases R versions

Daily download trend is not available in this view yet.

49030 days

9.9K90 days

29.3K1 year

Compare downloads with other packages →

Also on191 r2u2 autocran37 c2d4u

Repository

GitHub ↗ sebastian-engelke/graphicalextremes

21Stars

4Forks

1Open issues

0Open PRs

6Releases

347Commits

4Contributors

347 commits · Last activity 2026-05-07 · 0% stars, 30d

Stars over time

2025-06-18 · 182026-07-07 · 21

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/sebastian-engelke/graphicalextremes on 2026-07-19.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (1)

data-raw/

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

16 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (10)

igraph mvtnorm Rdpack stats (>= 3.6.0)utilscorpcor osqp glmnet glassoFast CVXR

LinkingTo (0)

none

Suggests (7)

testthat knitr rmarkdown dplyr ggplot2 bookdown maps

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

satdad

Code & Tests

Code Composition

R 7,036 (61%)Rd 3,567 (31%)Vignettes 840 (7%)

Code characteristics

Cyclomatic complexity: 2.5 median / 46 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

172 70 exported

Complexity

4.7 avg / 46 max

Call network

172 nodes / 331 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (4)

Maintainer (1)

Sebastian Engelke

Author, Maintainer

Authors (4)

Sebastian Engelke

Author, Maintainer

Nicola Gnecco

Author

Manuel Hentschel

Author · added in 0.2.0

Adrien S. Hitz

Author

Package Timeline

8 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.3.5Latest
2026-03-30 · current release · diff ↗
0.3.4
2025-06-13 · diff ↗
R
R 4.5.0 released · 2025-04-11
0.3.3
2024-11-14 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.3.2
2024-04-18 · diff ↗
0.3.1
2024-02-22 · diff ↗
0.3.0
2023-11-13 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.2.0
2022-12-02 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
0.1.0
2019-11-08
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-11-08
Total releases: 8 / 7 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.6.0
Bundled data: 1.9 MB / 2 files
Download size: 3.2 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Extreme Value Analysis

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