Man pages for lbelzile/ExtLiouv
Functions for 'Extremal attractor of Liouville copulas'
| chol2cor | Create a correlation matrix from Cholesky decomposition |
| chol2Lambda | Create a conditionally negative definite matrix from Cholesky... |
| compositemat | Estimation of the variability and Godambe information matrix... |
| composite_pot_startvals | Starting values for multivariate peaks-over-threshold via... |
| fmvcpot | Pairwise composite likelihood estimation for... |
| fscore | Fit Dirichlet extremal model using the gradient score |
| isAbove | Indicates whether observations lie above the threshold. |
| Lambda2Sigma | Transform a symmetric conditionally negative definite matrix... |
| margexc | Negative log-likelihood for marginal threshold exceedances |
| MarginalTransformation | Marginal transformation of the observations to Frechet or... |
| nllmvhr | Negative log-likelihood of Husler-Reiss model |
| nllmvsdir | Negative log-likelihood of scaled Dirichlet extreme value... |
| nllmvsnegdir | Negative log-likelihood of scaled negative Dirichlet extreme... |
| nllmvxstud | Negative log-likelihood of extremal Student model |
| nlloptdir | Wrapper for the scaled Dirichlet extremal model |
| nllopthr | Wrapper for the Husler-Reiss model |
| nlloptnegdir | Wrapper for the scaled negative extremal Dirichlet model |
| nlloptxstud | Wrapper for the extremal Student model |
| scoreEstimation | Evaluate gradient score function |
| Sigma2Lambda | Transform covariance matrix to conditionally negative... |
| specdens | Spectral density of scaled Dirichlet and negative Dirichlet... |
