Implements anchored geodesic component analysis for multivariate extremes. The package provides Pareto and rank-Pareto marginal standardization, top-k angular extraction, anchored eigensolutions, reconstruction, diagnostics, nonparametric bootstrap tools, and plotting methods for benchmark-relative angular variation.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | graphics, Rcpp, stats |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-07-17 |
| DOI: | 10.32614/CRAN.package.AGCA4extremes (may not be active yet) |
| Author: | Alberto Quaini [aut, cre] |
| Maintainer: | Alberto Quaini <alberto91quaini at gmail.com> |
| BugReports: | https://github.com/a91quaini/AGCA4extremes/issues |
| License: | GPL-3 |
| URL: | https://github.com/a91quaini/AGCA4extremes |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Language: | en-US |
| Citation: | AGCA4extremes citation info |
| Materials: | README, NEWS |
| CRAN checks: | AGCA4extremes results |
| Reference manual: | AGCA4extremes.html , AGCA4extremes.pdf |
| Package source: | AGCA4extremes_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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