Description Usage Arguments Details Value Author(s) References Examples

This function computes empirical-likelihood based estimators for the angular distribution function of a bivariate extreme value distribution.

1 |

`Y` |
data frame with two columns from which the estimate is to be computed. |

`tau` |
value used to threshold the data; by default it is set as
the 0.95 quantile of the pseudo-radius |

`method` |
a character string setting the method to be used. By
default |

`raw` |
logical; if |

`method = "euclidean"`

implements the maximum Euclidean
likelihood spectral distribution function as introduced by de
Carvalho et al (2013). `method = "empirical"`

implements the
maximum Empirical likelihood spectral distribution function as
introduced by Einmahl and Segers (2009).

`H` |
angular distribution function. |

`w` |
pseudo-angles. |

`Y` |
data. |

The `plot`

method depicts the empirical likelihood-based
angular distribution function.

Miguel de Carvalho

de Carvalho, M., Oumow, B., Segers, J. and Warchol, M. (2013) A
Euclidean likelihood estimator for bivariate tail dependence.
*Communications in Statistics—Theory and Methods*, 42,
1176–1192.

Einmahl, J. H. J., and Segers, J. (2009) Maximum empirical
likelihood estimation of the spectral measure of an extreme-value
distribution. *The Annals of Statistics*, 37, 2953–2989.

1 2 3 4 5 6 | ```
## de Carvalho et al (2013, Fig. 7)
data(beatenberg)
attach(beatenberg)
fit <- angcdf(beatenberg, tau = 0.98, raw = FALSE)
plot(fit)
rug(fit$w)
``` |

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