Dimension reduction for multivariate data of extreme events with a PCA like procedure as described in Reinbott, Janßen, (2024), <doi:10.48550/arXiv.2408.10650>. Tools for necessary transformations of the data are provided.
| Version: | 0.1.2 | 
| Depends: | R (≥ 3.5.0) | 
| Imports: | nloptr | 
| Suggests: | testthat, evd, mev | 
| Published: | 2025-06-16 | 
| DOI: | 10.32614/CRAN.package.maxstablePCA | 
| Author: | Felix Reinbott [aut, cre] | 
| Maintainer: | Felix Reinbott <felix.reinbott at ovgu.de> | 
| License: | MIT + file LICENSE | 
| NeedsCompilation: | yes | 
| Materials: | README | 
| CRAN checks: | maxstablePCA results | 
| Reference manual: | maxstablePCA.html , maxstablePCA.pdf | 
| Package source: | maxstablePCA_0.1.2.tar.gz | 
| Windows binaries: | r-devel: maxstablePCA_0.1.2.zip, r-release: maxstablePCA_0.1.2.zip, r-oldrel: maxstablePCA_0.1.2.zip | 
| macOS binaries: | r-release (arm64): maxstablePCA_0.1.2.tgz, r-oldrel (arm64): maxstablePCA_0.1.2.tgz, r-release (x86_64): maxstablePCA_0.1.2.tgz, r-oldrel (x86_64): maxstablePCA_0.1.2.tgz | 
| Old sources: | maxstablePCA archive | 
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