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Ratio-of-Uniforms Simulation with Transformation.
R 1
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
R 4 2
The Interpolate, Truncate, Project (ITP) Root-Finding Algorithm
C++ 13 2
Threshold Selection and Uncertainty for Extreme Value Analysis
R 7 2
Chandler-Bate Sandwich Loglikelihood Adjustment
R 4 1
Likelihood-Based Inference for Time Series Extremes
R 3
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