SIMONE PADOAN

R packages available on CRAN or R-Forge:

1.  CompRandFld: Composite-likelihood based Analysis of Random Fields
2.  ExtremalDep: Statistical Modelling of the Extremal Dependence
3. ExtremeRisks: Estimation of Extreme Risk Measures

R code to perform simulation studies and real data analyses relative some papers:

1. Beranger, B., Padoan, S. A. and Sisson, S. A. (2020). Estimation and uncertainty quantification for extreme quantile regions. Extremes, to appear.
2. Padoan, S. A. and Stupfler, G. (2020). Extreme expectile estimation for heavy-tailed time series. Submitted (the code will be available shortly (upon acceptance of the article)).