Full professor of Statistics
I am a big fan of R which is a free software environment for statistical computing and graphics. As a modest contribution I work on several packages that are listed below. All these packages are licensed under the GPL.
If you have comments, suggestions or found bugs, don't hesitate to contact me.
This package collects several tools for a geostatistics of extremes. It consists of some explanatory tools as the F-madogram or the extremal coefficient function and provides function to fit max-stable processes, (extremal) copulas to a set of spatial extreme observations. Bayesian hierarchical models are also implemented and (conditional) simulations from various statistical models are possible.
This package is devoted to the modelling of exceedances above a (high) threshold using the extreme value theory. Both the generalized Pareto distribution or the point process characterisation are implemented and bivariate models for exceedances are available.
This package proposes a framework for the joint modelling of the mean and dispersion of a response variable. It uses two interlinked generalized linear/additive models and simultaneously fits these two components.