Man pages for ExtremalDep
Extremal Dependence Models

alikApproximate likelihood estimation of extremal dependence...
AngDensPlot3-D plot of parametric angular densities.
angularEstimation of the angular density, angular measure and random...
bbeedBayesian Estimation of Extremal Dependence
beedBernstein Polynomials Based Estimation of Extremal Dependence
beed.bootBootstrap Resampling and Bernstein Estimation of Extremal...
beed.confbandNonparametric Bootstrap Confidence Intervals
chi.bsnTail dependence coefficient for the skew-normal distirbution
chi.extstTail dependence coefficient for the Extremal Skew-$t$ model
densAngular density and likelihood function for some extremal...
dens_extr_modDensity of extremal dependence models
desnUnivariate extended skew-normal distribution
destUnivariate extended skew-t distribution
dmesnBivariate and trivariate extended skew-normal distribution
dmestBivariate and trivariate extended skew-t distribution
ellipseLevel sets for bivariate normal, student-t and skew-normal...
excess_pr_extr_modExceedance Probability for extremal dependence models
exponent_extr_modExponent function of extremal dependence models
ExtQsetBivariate Extreme Quantile Sets
fit_pclik_extr_modFit extremal dependence models using pairwise composite...
madogramMadogram-based estimation of the Pickands Dependence Function
MilanPollutionPollution data for summer and winter months in Milan, Italy.
pk.extstPickands dependence function for the Extremal Skew-$t$ model.
plot.bbeedPlot of Extremal Dependence
pollutionAir quality datasets containing daily maxima of air...
posteriorMCMCMCMC sampler for parametric spectral measures
priorPrior parameter distribution for parametric models.
proposalProposal distribution for parametric models
returnsCompute return values
r_extr_modRandom sample generation from extremal dependence models
summary.bbeedCompute summary statistics from the MCMC output.
UniExtQUnivariate Extreme Quantile
WindWeekly maximum wind speed data collected over 4 stations...
ExtremalDep documentation built on Jan. 17, 2020, 9:06 a.m.