mev

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) doi:10.1093/biomet/asw008, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, doi:10.1093/biomet/ast042) and Extremal Student (Thibaud and Opitz, 2015, doi:10.1093/biomet/asv045). Threshold selection methods, including Wadsworth (2016) doi:10.1080/00401706.2014.998345, and Northrop and Coleman (2014) doi:10.1007/s10687-014-0183-z. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) doi:10.1007/978-1-4471-3675-0.