BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Version: 1.0.4
Depends: stats, utils, coda
Published: 2019-12-18
Author: Leo Belzile ORCID iD [cre], Anne Sabourin ORCID iD [aut]
Maintainer: Leo Belzile <belzilel at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: ExtremeValue
CRAN checks: BMAmevt results

Documentation:

Reference manual: BMAmevt.pdf
Vignettes: Bayesian Model Averaging for Multivariate Extremes

Downloads:

Package source: BMAmevt_1.0.4.tar.gz
Windows binaries: r-devel: BMAmevt_1.0.4.zip, r-release: BMAmevt_1.0.4.zip, r-oldrel: BMAmevt_1.0.4.zip
macOS binaries: r-release (arm64): BMAmevt_1.0.4.tgz, r-oldrel (arm64): BMAmevt_1.0.4.tgz, r-release (x86_64): BMAmevt_1.0.4.tgz, r-oldrel (x86_64): BMAmevt_1.0.4.tgz
Old sources: BMAmevt archive

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