Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

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Documentation for package ‘mvPot’ version 0.1.7

• DESCRIPTION file.
• Package NEWS.

Help Pages

mvPot-package	Multivariate Peaks-over-Threshold Modelling for Extreme Events Analysis
censoredLikelihood	Censored log-likelihood function for the Brown-Resnick model.
censoredLikelihoodBR	Censored log-likelihood function for the Brown-Resnick model.
censoredLikelihoodXS	Censored log-likelihood function of the extremal Student model
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
rExtremalStudentParetoProcess	Simulation of extremal Student generalized Pareto vectors
scoreEstimation	Gradient score function for the Brown-Resnick model.
simulBrownResnick	Simulation of Brown-Resnick max-stable random vectors
simulPareto	Simulate log-Gaussian Pareto random vectors
spectralLikelihood	Spectral log-likelihood function