mev: Multivariate Extreme Value Distributions

Exact simulation from max-stable processes, R-Pareto processes for various parametric models. Threshold selection methods. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes.

Version: 1.12
Depends: R (≥ 2.10)
Imports: alabama, boot, evd, methods, nleqslv, nloptr (≥ 1.2.0), Rcpp (≥ 0.12.16), stats, TruncatedNormal (≥ 1.1)
LinkingTo: Rcpp, RcppArmadillo
Suggests: cobs, knitr, mvPot (≥ 0.1.4), mvtnorm, gmm, revdbayes, ismev
Published: 2019-06-24
Author: Leo Belzile ORCID iD [aut, cre], Jennifer L. Wadsworth [aut], Paul J. Northrop [aut], Scott D. Grimshaw [aut], Jin Zhang [ctb], Michael A. Stephens [ctb], Art B. Owen [ctb], Raphael Huser [aut]
Maintainer: Leo Belzile <belzilel at>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
In views: ExtremeValue
CRAN checks: mev results


Reference manual: mev.pdf
Vignettes: Exact unconditional sampling from max-stable random vectors
Package source: mev_1.12.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: mev_1.12.tgz, r-oldrel: mev_1.12.tgz
Old sources: mev archive

Reverse dependencies:

Reverse suggests: copula


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