Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

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Documentation for package ‘mvPot’ version 0.1.3

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mvPot-package Multivariate Peaks-over-Threshold Modelling for Extreme Events Analysis
censoredLikelihood Censored log-likelihood function
genVecQMC Generating vectors for lattice rules
mvPot Multivariate Peaks-over-Threshold Modelling for Extreme Events Analysis
mvtNormQuasiMonteCarlo Multivariate normal distribution function
mvTProbQuasiMonteCarlo Multivariate t distribution function
scoreEstimation Gradient score function
simulBrownResnick Simulation of Brown-Resnick random vectors
simulPareto Simulate Pareto random vectors
spectralLikelihood Spectral log-likelihood function