README.md

In Alowis/mobirep: Models Bivariate Dependence and Produces Bivariate Return Periods

mobirep : Models Bivariate Dependence and Produces Bivariate Return Periods

Installation

You can install the released version of mobirep from CRAN with:

install.packages("mobirep")

Description

This package allows to model the dependence between two variables in the extremes, and identifies most relevant models among six models: the conditional extremes model, the Jt-KDE model and four copulae (Gumbel, Galambos, Normal, FGM). two types of bivariate return periods for the six models and can be produced:

• Joint return period (compound)
• Conditional return period (cascade)

Types of Return Periods

Methods used in the package are described in the following reference: Tilloy, Malamud, Winter and Joly-Laugel (2020) https://nhess.copernicus.org/articles/20/2091/2020/nhess-20-2091-2020.html Supporting references for the conditional extremes model, Jt-KDE model and for copula modelling are the following:

• Heffernan and Tawn (2004) https://doi.org/10.1111/j.1467-9868.2004.02050.x

• Cooley, Thibaud, Castillo and Wehner (2019) https://doi:10.1007/s10687-019-00348-0

• Nelsen (2006) https://doi:10.1007/0-387-28678-0.

Alowis/mobirep documentation built on April 21, 2024, 7:51 p.m.