Man pages for lbelzile/demoroutines
Functions for 'Extremal attractor of Liouville copulas'

chol2corCreate a correlation matrix from Cholesky decomposition
chol2LambdaCreate a conditionally negative definite matrix from Cholesky...
compositematEstimation of the variability and Godambe information matrix...
composite_pot_startvalsStarting values for multivariate peaks-over-threshold via...
fmvcpotPairwise composite likelihood estimation for...
fscoreFit Dirichlet extremal model using the gradient score
isAboveIndicates whether observations lie above the threshold.
Lambda2SigmaTransform a symmetric conditionally negative definite matrix...
margexcNegative log-likelihood for marginal threshold exceedances
MarginalTransformationMarginal transformation of the observations to Frechet or...
nllmvhrNegative log-likelihood of Husler-Reiss model
nllmvsdirNegative log-likelihood of scaled Dirichlet extreme value...
nllmvsnegdirNegative log-likelihood of scaled negative Dirichlet extreme...
nllmvxstudNegative log-likelihood of extremal Student model
nlloptdirWrapper for the scaled Dirichlet extremal model
nllopthrWrapper for the Husler-Reiss model
nlloptnegdirWrapper for the scaled negative extremal Dirichlet model
nlloptxstudWrapper for the extremal Student model
scoreEstimationEvaluate gradient score function
Sigma2LambdaTransform covariance matrix to conditionally negative...
specdensSpectral density of scaled Dirichlet and negative Dirichlet...
lbelzile/demoroutines documentation built on May 21, 2017, 9:34 a.m.