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Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) doi:10.1093/biomet/asy026, Thibaud and Opitz (2015) doi:10.1093/biomet/asv045, Wadsworth and Tawn doi:10.1093/biomet/ast042.
github.com/r-fndv/mvPot |
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