Extremal Dependence Models R package ExtremalDep version 1.0.0 CRAN Task View: ExtremeValue (https://CRAN.R-project.org/view=ExtremeValue) A set of procedures for parametric and non-parametric modelling of the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. It adapts the methodologies of Beranger and Padoan (2015) <doi:10.48550/arXiv.1508.05561>, Marcon et al. (2016) <doi:10.1214/16-EJS1162>, Marcon et al. (2017) <doi:10.1002/sta4.145>, Marcon et al. (2017) <doi:10.1016/j.jspi.2016.10.004> and Beranger et al. (2021) <doi:10.1007/s10687-019-00364-0>. This package also allows for the modelling of spatial extremes using flexible max-stable processes. It provides simulation algorithms and fitting procedures relying on the Stephenson-Tawn likelihood as per Beranger at al. (2021) <doi:10.1007/s10687-020-00376-1>. Software Depends: R (>= 3.5.0) Imports: numDeriv, evd, sn, quadprog, copula, nloptr, gtools, mvtnorm, fda, parallel, doParallel, foreach, cluster, methods Suggests: fields, extraDistr Simone Padoan <simone.padoan@unibocconi.it> Comprehensive R Archive Network (CRAN) Boris Beranger [aut], Simone Padoan [cre, aut], Giulia Marcon [aut], Steven G. Johnson [ctb] (Author of included cubature fragments), Rudolf Schuerer [ctb] (Author of included cubature fragments), Brian Gough [ctb] (Author of included cubature fragments), Alec G. Stephenson [ctb], Anne Sabourin [ctb] (Author of included BMAmevt fragments), Philippe Naveau [ctb] (Author of PAMfmado function) GPL (>= 2) 2025-08-21 application/tgz https://CRAN.R-project.org/package=ExtremalDep doi:10.32614/CRAN.package.ExtremalDep