Hello everyone,
I would like to perform an analysis of associated extremes in metocean data (wind speed, wave height, and current speed) based on the DNV C205 code. I have experience in independent extreme value analysis for these parameters separately, but I now need to estimate associated extremes using a multivariate approach that is consistent with independent EVA.
Could anyone recommend a free package or software for performing multivariate extreme value analysis, preferably one that includes independent EVA as well? Additionally, I would appreciate any detailed methodology or guidance on how to conduct this analysis in accordance with the DNV C205 code.
Thank you in advance for your help!