Stéphane Girard Senior research scientist at Inria Grenoble Rhône-Alpes.

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Copulas:

- PBC: product of bivariate copulas This R package provides tools for building copulas with the PBC model, a class of multivariate copulas based on Products of Bivariate Copulas.

- FDG: one-Factor copulas with Durante Generators This R package provides tools for building high-dimensional copulas with the FDG model, a class of multivariate copulas based on one-factor copulas.

Extremes:

- BCTM-extreme (Python, Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions).

- NN-quantile-extrapolation (Python, Estimation of extreme quantiles from heavy-tailed distributions with neural networks).

- Expectrem (R software, Estimation of extreme expectiles).

- Refined Weissman estimator (Python, Bias reduced estimation of extreme quantiles).

- BCTM-extreme (Python, Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions).

- ExtremesPyMC (Python, Extreme value framework for improved Bayesian workflow).

- SEPaLS (R software, Partial Least Squares for Extremes).

- The EXTREMES software version 2.0 (statistical analysis of distribution tails and extremal events).

Classification:

- HDclassif (R package - Classification and clustering methods for high dimensional data).

- robustDA (R package - Robust Mixture Discriminant Analysis).

- M2GP (Python toolbox - Multivariate Mixture of Gaussian processes for classification of irregularly sampled signals).

- PGPDA (Python toolbox - Parcimonious Gaussian Process Discriminant Analysis).

- MEDdist (R software, multivariate expectile-based distribution).

Regression:

- GRSIR in the Vahiné framework (Visualization and analysis of multi-dimensional hyperspectral images in Astrophysics).

- The QUANCON software (estimation of reference curves/conditional quantiles).

 

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