# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "EQRN" in publications use:' type: software license: GPL-3.0-or-later title: 'EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting' version: 0.1.1 doi: 10.32614/CRAN.package.EQRN abstract: 'This framework enables forecasting and extrapolating measures of conditional risk (e.g. of extreme or unprecedented events), including quantiles and exceedance probabilities, using extreme value statistics and flexible neural network architectures. It allows for capturing complex multivariate dependencies, including dependencies between observations, such as sequential dependence (time-series). The methodology was introduced in Pasche and Engelke (2024) (also available in preprint: Pasche and Engelke (2022) ).' authors: - family-names: Pasche given-names: Olivier C. email: olivier_pasche@alumni.epfl.ch orcid: https://orcid.org/0000-0002-1202-9199 repository: https://opasche.r-universe.dev repository-code: https://github.com/opasche/EQRN commit: 50f29e6221fccf6831480878024d7e3c69a74774 url: https://opasche.github.io/EQRN/ contact: - family-names: Pasche given-names: Olivier C. email: olivier_pasche@alumni.epfl.ch orcid: https://orcid.org/0000-0002-1202-9199