Man pages for ExtremalDep
Extremal Dependence Models

angularEstimation of the angular density, angular measure and random...
beedBernstein Polynomials Based Estimation of Extremal Dependence
beed.bootBootstrap Resampling and Bernstein Estimation of Extremal...
beed.confbandNonparametric Bootstrap Confidence Intervals
desnUnivariate extended skew-normal distribution
destUnivariate extended skew-t distribution
dExtDepParametric and non-parametric density of Extremal Dependence
dGEVThe Generalized Extreme Value Distribution
diagnosticsDiagnostics plots for MCMC algorithm.
dim_ExtDepDimensions calculations for parametric extremal dependence...
dmesnBivariate and trivariate extended skew-normal distribution
dmestBivariate and trivariate extended skew-t distribution
ellipseLevel sets for bivariate normal, student-t and skew-normal...
ExtQUnivariate Extreme Quantile
fExtDepExtremal dependence estimation
fExtDep.npNon-parametric extremal dependence estimation
fExtDepSpatFitting of a max-stable process
fGEVFitting of the Generalized Extreme Value Distribution
heatSummer temperature maxima in Melbourne, Australia between...
index.ExtDepIndex of extremal dependence
logReturnsMonthly maxima of log-return exchange rates of the Pound...
madogramMadogram-based estimation of the Pickands Dependence Function
MilanPollutionPollution data for summer and winter months in Milan, Italy.
pExtDepParametric and non-parametric distribution function of...
pFailureProbability of falling into a failure region
plot_ExtDepGraphical summaries of parametric representations of extremal...
plot_ExtDep.npGraphical summaries of non-parametric representations of...
pollutionAir quality datasets containing daily maxima of air...
PrecipFranceWeekly maxima of hourly rainfall in France
returnsCompute return values
rExtDepParametric and semi-parametric random generator of extreme...
rExtDepSpatRandom generation of max-stable processes
simplexDefinition of a multivariate simplex
summary_ExtDepSummary of MCMC algorithm.
trans2GEVTransformation to GEV distribution
trans2UFrechetTransformation to unit Frechet distribution
WindWeekly maximum wind speed data collected over 4 stations...
WindSpeedGustHourly wind gust, wind speed and air pressure at Lingen...
ExtremalDep documentation built on March 7, 2023, 3:16 p.m.