MultiHazard: Copula-based Joint Probability Analysis in R

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Authors: Robert Jane, Thomas Wahl, Francisco Pena, Jayantha T. B. Obeysekera, C. J. R. Murphy‐Barltrop, Javed Ali, Pravin Maduwantha, Huazhi Li, Víctor Malagón-Santos
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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