Apply a PCA Like Procedure Suited for Multivariate Extreme Value Distributions

Documentation for package ‘maxstablePCA’ version 0.1.2

compress	Transform data to compact representation given by max-stable PCA
elbe	A dataset about daily average river discharges (in m^3 / s) for the Elbe river network at different measurement stations in Germany
maxmatmul	Multiply two matrices with a matrix product that uses maxima instead of addition
max_stable_prcomp	Calculate max-stable PCA with dimension p for given dataset
reconstruct	Obtain reconstructed data for PCA
summary.max_stable_prcomp	Print summary of a max_stable_prcomp object.
transform_orig_margins	Transform the columns of a transformed dataset to original margins
transform_unitfrechet	Transform the columns of a dataset to (approximately) unit Frechet margins
transform_unitpareto	Transform the columns of a dataset to unit Pareto