belzilel@gmail.com


Packages by Leo Belzile

BMAmevt — 1.0.5

Multivariate Extremes: Bayesian Estimation of the Spectral Measure

TruncatedNormal — 2.3

Truncated Multivariate Normal and Student Distributions

VaRES — 1.0.2

Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

evt0 — 1.1.5

Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

hkevp — 1.1.5

Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

jointPm — 2.3.2

Risk Estimation Using the Joint Probability Method

lcopula — 1.0.7

Liouville Copulas

longevity — 1.2

Statistical Methods for the Analysis of Excess Lifetimes

mev — 1.17

Modelling of Extreme Values

mig — 2.0

Multivariate Inverse Gaussian Distribution

mvPot — 0.1.7

Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events