Cooley19: Derives bivariate isolines using the non-parametric approach...
In rjaneUCF/MultiHazard-R-Package: Tools for modeling compound events

Description Usage Arguments Value See Also Examples

The Cooley et al. (2019) method exploits bivariate regular variation and kernel density estimation to generate isolines of bivariate exceedance probabilities. The function utilizes the ks and texmex packages, and works for both asymptotic dependence and independence.

Cooley19(Data, Migpd, p.base = 0.01, p.proj = 0.001, u = 0.95,
  PLOT = FALSE, x_lim_min_T = NA, x_lim_max_T = NA,
  y_lim_min_T = NA, y_lim_max_T = NA, x_lim_min = NA,
  x_lim_max = NA, y_lim_min = NA, y_lim_max = NA)

`Data`	Data frame consisting of two columns.
`Migpd`	An `Migpd` object, containing the generalized Pareto models fitted (independently) to the variables comprising the columns of `Data`.
`p.base`	Numeric vector of length one specifying the exceedance probability of the base isoline. Default is `0.01`.
`p.proj`	Numeric vector of length one specifying the exceedance probability of the projected isoline. Default is `0.001`.
`u`	Numeric vector of length one specifying the quantile at which to estimate the asymptotic nature of the data i.e. chi and chibar. Default is `0.95`.
`PLOT`	Logical; indicating whether to plot the base and projected isolines on the original and transformed scale. Default is `FALSE`.
`x_lim_min_T`	Numeric vector of length one specifying the lower x-axis limit of the transformed scale plot. Default is `NA`.
`x_lim_max_T`	Numeric vector of length one specifying the upper x-axis limit of the transformed scale plot. Default is `NA`.
`y_lim_min_T`	Numeric vector of length one specifying the lower y-axis limit of the transformed scale plot. Default is `NA`.
`y_lim_max_T`	Numeric vector of length one specifying the upper y-axis limit of the transformed scale plot. Default is `NA`.
`x_lim_min`	Numeric vector of length one specifying the lower x-axis limit of the plot on the original scale. Default is `NA`.
`x_lim_max`	Numeric vector of length one specifying the upper x-axis limit of the plot on the original scale. Default is `NA`.
`y_lim_min`	Numeric vector of length one specifying the lower y-axis limit of the plot on the original scale. Default is `NA`.
`y_lim_max`	Numeric vector of length one specifying the lower y-axis limit of the plot on the original scale. Default is `NA`.

List comprising a description of the type of (asymptoptic) dependence Asym, the values the extremal dependence measures Chi and n.bar, exceedance probabilities of the base p.base and projected p.proj isolines, as well as the points on the base I.base and projected I.proj isolines.

Dataframe_Combine Decluster GPD_Fit Migpd_Fit

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S20.GPD<-Migpd_Fit(Data=S20.Detrend.Declustered.df[,-1], mqu =c(0.99,0.99,0.99))
Cooley19(Data=na.omit(S20.Detrend.df[,3:4]),Migpd=s.Migpd,
p.base=0.01,p.proj=0.001,PLOT=TRUE,x_lim_max_T=500,y_lim_max_T=500)