r-mvPot

Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.