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Jordan Richards's Projects

cde-rkeras-intro icon cde-rkeras-intro

An introduction to conditional density estimation using the R interface to Keras

condextremespy icon condextremespy

Code for fitting the Heffernan and Tawn (2004) conditional extremes model

extquantregressdl icon extquantregressdl

Code for Chapter 21 "Extreme Quantile Regression with Deep Learning" of the Handbook on Statistics of Extremes

inarma_rjmcmc_py icon inarma_rjmcmc_py

Python implementation of RJMCMC for parameter estimation and order determination of INARMA(p,q) models

inarma_rjmcmc_r icon inarma_rjmcmc_r

R code for parameter estimation and order determination of INARMA models

pinnev icon pinnev

Partially-Interpretable Neural Networks for Extreme Value modelling

sceprecip icon sceprecip

Fitting spatial conditional models for extreme precipitation

sdfextreme icon sdfextreme

R package accompanying "Spatial deformation for non-stationary extremal dependence"

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