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geometricextremes

Statistical methodology for geometric extreme value models

https://github.com/ipapasta/geometricextremes

Science Score: 54.0%

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    Found 6 DOI reference(s) in README
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    Links to: arxiv.org
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Last synced: 6 months ago · JSON representation ·

Repository

Statistical methodology for geometric extreme value models

Basic Info
  • Host: GitHub
  • Owner: ipapasta
  • License: other
  • Language: R
  • Default Branch: main
  • Size: 6.44 MB
Statistics
  • Stars: 0
  • Watchers: 1
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Created over 2 years ago · Last pushed about 1 year ago
Metadata Files
Readme License Citation

README.md

Geometric multivariate extreme value analysis

A Bayesian approach to geometric extreme value analysis based on:

Papastathopoulos, I., De Monte, L., Campbell, R. and Rue, H. (2023) 'Statistical inference for radially-stable generalized Pareto distributions and return level-sets in geometric extremes', arXiv preprint.

Installation

``` r

install.packages("remotes")

remotes::install_github("ipapasta/geometricExtremes") ```

Examples

Examples and explanations are found here.

Citing $\texttt{geometricExtremes}$

Please cite this package using this BibTeX file.

Reporting a bug

Please report any bugs or comments here.

References

Papastathopoulos, I., De Monte, L., Campbell, R. and Rue, L. (2023) Statistical inference for radially-stable generalized Pareto distributions and return level-sets in geometric extremes, arXiv preprint. .
Rue, H., Martino, S. and Chopin, N. (2009), Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71: 319-392. .
Bachl F, Lindgren F, Borchers D, Illian J (2019). inlabru: an R package for Bayesian spatial modelling from ecological survey data. Methods in Ecology and Evolution, 10, 760–766. .
Bolin D, Lindgren F (2018). Calculating Probabilistic Excursion Sets and Related Quantities Using excursions. Journal of Statistical Software, 86(5), 1–20. .

Owner

  • Name: Ioannis Papastathopoulos
  • Login: ipapasta
  • Kind: user

Citation (Citation.bib) 

@misc{papastathopoulos2023statistical,
      title={Statistical inference for radially-stable generalized Pareto distributions and return level-sets in geometric extremes}, 
      author={Ioannis Papastathopoulos and Lambert {De Monte} and Ryan Campbell and Haavard Rue},
      year={2023},
      eprint={2310.06130},
      archivePrefix={arXiv},
      primaryClass={stat.ME}
}

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Dependencies

DESCRIPTION cran
  • INLA * imports
  • evd * imports
  • excursions * imports
  • inlabru * imports
  • pracma * imports
  • rgl * imports
  • rmutil * imports
  • sp * imports
  • stats * imports