maxstablePCA

0.1.2

Apply a PCA Like Procedure Suited for Multivariate Extreme Value Distributions

0packages depend

2.1Kdownloads / year

51.0%test coverage

13/13checks pass

Overview

About

Maintained by Felix ReinbottFirst published 2024-09-023 releasesCRAN page ↗

Dimension reduction for multivariate data of extreme events with a PCA like procedure as described in Reinbott, Janßen, (2024), doi:10.48550/arXiv.2408.10650. Tools for necessary transformations of the data are provided.

Install

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

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

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

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-maxstablepca

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-maxstablePCA

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-maxstablePCA

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

Health

CRAN checks

13OK

Slowest check: 1.2 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.26

51.0%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 157 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 24%
Return-value docs: 100%
References docs: 0%

Downloads

2.1K

CRAN downloads in the past year

Rank #21,611 · ~6/day · ~174/mo

Releases R versions

Daily download trend is not available in this view yet.

16530 days

52790 days

2.1K1 year

Compare downloads with other packages →

Also on402 r2u8 autocran

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (1)

nloptr

LinkingTo (0)

none

Suggests (3)

testthat evd mev

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Felix Reinbott

Author, Maintainer

Authors (1)

Felix Reinbott

Author, Maintainer

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
0.1.2Latest
2025-06-16 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
0.1.1
2024-09-06 · diff ↗
0.1.0
2024-09-02
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-09-02
Total releases: 3 / 2 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 168 KB / 1 file
Download size: 175 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Report a problem with this page →