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CRAN packages

12 matches

TruncatedNormal CRAN v2.3 1411th by downloads

Truncated Multivariate Normal and Student Distributions

Leo Belzile 5.5K downloads/30d
mev CRAN v2.2 2536th by downloads

Modelling of Extreme Values

Leo Belzile 1.6K downloads/30d
lcopula CRAN v1.0.7 2895th by downloads

Liouville Copulas

Leo Belzile 1.2K downloads/30d
mvPot CRAN v0.1.7 3265th by downloads

Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

Leo Belzile 934 downloads/30d
longevity CRAN v1.3.1 6377th by downloads

Statistical Methods for the Analysis of Excess Lifetimes

Leo Belzile 271 downloads/30d
BMAmevt CRAN v1.0.5 9779th by downloads

Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Leo Belzile 195 downloads/30d
mig CRAN v2.0 12182nd by downloads

Multivariate Inverse Gaussian Distribution

Leo Belzile 170 downloads/30d
VaRES CRAN v1.0.2 13145th by downloads

Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

Leo Belzile 162 downloads/30d
ksm CRAN v1.1 14804th by downloads

Kernel Density Estimation for Random Symmetric Positive Definite Matrices

Leo Belzile 150 downloads/30d
hkevp CRAN v1.1.6 17856th by downloads

Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

Leo Belzile 131 downloads/30d
evt0 CRAN v1.1.5 19042nd by downloads

Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

Leo Belzile 124 downloads/30d
jointPm CRAN v2.3.2 23871st by downloads

Risk Estimation Using the Joint Probability Method

Leo Belzile 77 downloads/30d