MultiHazard: Copula-based Joint Probability Analysis in R
Abstract
MultiHazard R package v1.2.0 - JOSS Publication Release This release corresponds to the version described in the Journal of Open Source Software (JOSS) paper. New Features Bivariate isoline derivation using Heffernan and Tawn (2004) and Wadsworth and Tawn (2013) conditional models Testing Comprehensive test suite covering all key package functions Improved test performance and reliability
Fields of Study & Subjects
Financial Risk and Volatility Modeling
Probability and Risk Models
Statistical Distribution Estimation and Applications
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 13 January 2026