Man pages for ExtremalDep
Extremal Dependence Models

angularEstimation of the angular density, angular measure and random...
angular.plotAngular density plot.
beedBernstein Polynomials Based Estimation of Extremal Dependence
beed.bootBootstrap Resampling and Bernstein Estimation of Extremal...
beed.confbandNonparametric Bootstrap Confidence Intervals
bicExtract the Bayesian Information Criterion
desnUnivariate extended skew-normal distribution
destUnivariate extended skew-t distribution
dExtDepParametric and non-parametric density of Extremal Dependence
dGEVThe Generalized Extreme Value Distribution
diagnosticsDiagnostics plots for MCMC algorithm.
dim_ExtDepDimensions calculations for parametric extremal dependence...
dmesnBivariate and trivariate extended skew-normal distribution
dmestBivariate and trivariate extended skew-t distribution
ellipseLevel sets for bivariate normal, student-t and skew-normal...
estExtract the estimated parameter
ExtQUnivariate Extreme Quantile
fExtDepExtremal dependence estimation
fExtDep.npNon-parametric extremal dependence estimation
fExtDepSpatFitting of a max-stable process
fGEVFitting of the Generalized Extreme Value Distribution
heatSummer temperature maxima in Melbourne, Australia between...
index.ExtDepIndex of extremal dependence
lambda.HRValid set of parameters for the 3-dimensional Husler-Reiss...
logReturnsMonthly maxima of log-return exchange rates of the Pound...
madogramMadogram-based estimation of the Pickands Dependence Function
methodExtract the method attribute
MilanPollutionPollution data for summer and winter months in Milan, Italy.
modelExtract the model attribute
PAMfmadoClustering of maxima
pExtDepParametric and non-parametric distribution function of...
pFailureProbability of falling into a failure region
pickands.plotPlot for the Pickands dependence function.
pollutionAir quality datasets containing daily maxima of air...
PrecipFranceWeekly maxima of hourly rainfall in France
returnsCompute return values
returns.plotPlot some return levels.
rExtDepParametric and semi-parametric random generator of extreme...
rExtDepSpatRandom generation of max-stable processes
simplexDefinition of a multivariate simplex
StdErrExtract the standard errors of estimated parameters
ticExtract the Takeuchi Information Criterion
trans2GEVTransformation to GEV distribution
trans2UFrechetTransformation to unit Frechet distribution
WindWeekly maximum wind speed data collected over 4 stations...
WindSpeedGustHourly wind gust, wind speed and air pressure at Lingen...
ExtremalDep documentation built on June 29, 2025, 9:06 a.m.