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DESCRIPTION
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Package: graphicalExtremes
Title: Statistical Methodology for Graphical Extreme Value Models
Version: 0.3.3
Maintainer: Sebastian Engelke <[email protected]>
Authors@R:
c(
person("Sebastian", "Engelke", email = "[email protected]",
role = c("aut", "cre")),
person("Adrien S.", "Hitz", role = "aut"),
person("Nicola", "Gnecco", role = "aut"),
person("Manuel", "Hentschel", role = "aut"))
Description: 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>.
Depends: R (>= 3.6.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
LazyDataCompression: bzip2
Suggests:
testthat (>= 2.1.0),
knitr,
rmarkdown,
dplyr,
ggplot2,
bookdown,
edmcr,
maps
RoxygenNote: 7.3.1
Roxygen: list(markdown = TRUE)
Imports:
igraph (>= 1.2.4.1),
mvtnorm (>= 1.0.10),
Rdpack,
stats (>= 3.6.0),
utils,
corpcor,
osqp,
glmnet,
glassoFast,
CVXR
URL: https://github.com/sebastian-engelke/graphicalExtremes
BugReports: https://github.com/sebastian-engelke/graphicalExtremes/issues
RdMacros: Rdpack
VignetteBuilder: knitr