Models the dependence between two variables in the extremes, identifies most relevant models among six models: the conditional extremes model, the Jt-KDE model and four copulae (Gumbel, Galambos, Normal, FGM). Bivariate return periods for the six models and bivariate level curves can be created. Methods used in the package are described in the following reference: Tilloy, Malamud, Winter and Joly-Laugel (2020) <doi:10.5194/nhess-20-2091-2020> Supporting references for the conditional extremes model, Jt-KDE model and for copula modelling are the following: Heffernan and Tawn (2004) <doi:10.1111/j.1467-9868.2004.02050.x> Cooley, Thibaud, Castillo and Wehner (2019) <doi:10.1007/s10687-019-00348-0> Nelsen (2006) <doi:10.1007/0-387-28678-0>.
Package details |
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Author | Alois Tilloy [aut, cre] (<https://orcid.org/0000-0002-5881-0642>) |
Maintainer | Alois Tilloy <alois.tilloy@kcl.ac.uk> |
License | GPL (>= 3) |
Version | 0.2.3 |
Package repository | View on CRAN |
Installation |
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