Package: graphicalExtremes
Title: Statistical Methodology for Graphical Extreme Value Models
Version: 0.3.3
Maintainer: Sebastian Engelke <sebastian.engelke@unige.ch>
Authors@R: 
    c(
    person("Sebastian", "Engelke", email = "sebastian.engelke@unige.ch", 
    role = c("aut", "cre")),
    person("Adrien S.", "Hitz", role = "aut"),
    person("Nicola", "Gnecco", role = "aut"),
    person("Manuel", "Hentschel", role = "aut"))
Description: Statistical methodology for sparse multivariate extreme value models. Methods are
             provided for exact simulation and statistical inference for multivariate Pareto distributions
             on graphical structures as described in the paper 'Graphical Models for Extremes' by
             Engelke and Hitz (2020) <doi:10.1111/rssb.12355>. 
Depends: R (>= 3.6.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
LazyDataCompression: bzip2
Suggests: testthat (>= 2.1.0), knitr, rmarkdown, dplyr, ggplot2,
        bookdown, edmcr, maps
RoxygenNote: 7.3.1
Imports: igraph (>= 1.2.4.1), mvtnorm (>= 1.0.10), Rdpack, stats (>=
        3.6.0), utils, corpcor, osqp, glmnet, glassoFast, CVXR
URL: https://github.com/sebastian-engelke/graphicalExtremes
BugReports: https://github.com/sebastian-engelke/graphicalExtremes/issues
RdMacros: Rdpack
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2024-11-14 10:44:46 UTC; hentsche
Author: Sebastian Engelke [aut, cre],
  Adrien S. Hitz [aut],
  Nicola Gnecco [aut],
  Manuel Hentschel [aut]
Repository: CRAN
Date/Publication: 2024-11-14 15:40:03 UTC
Built: R 4.3.3; ; 2024-11-18 01:43:49 UTC; unix
