Man pages for ExtremalDep
Extremal Dependence Models

alikApproximate likelihood estimation of extremal dependence...
AngDensPlot3-D plot of parametric angular densities.
beedBernstein Estimation of Extremal Dependence
beed.bootBootstrap Resampling and Bernstein Estimation of Extremal...
beed.confbandNonparametric Bootstrap Confidence Intervals
bpUnivariate and Multivariate Bernstein Polynomials
chi.bsnTail dependence coefficient for the skew-normal distirbution
chi.extstTail dependence coefficient for the Extremal Skew-$t$ model
CLAY.SALL.PAULWeekly maximum wind speed data collected over the CLAY, SALL...
CLOU.CLAY.PAULWeekly maximum wind speed data collected over the CLOU, CLAY...
CLOU.CLAY.SALLWeekly maximum wind speed data collected over the CLOU, CLAY...
CLOU.SALL.PAULWeekly maximum wind speed data collected over the CLOU, SALL...
convexityConvexity Constraint
densAngular density and likelihood function for some extremal...
dens_extr_modDensity of extremal dependence models
desnUnivariate extended skew-normal distribution
destUnivariate extended skew-t distribution
dmesnBivariate and trivariate extended skew-normal distribution
dmestBivariate and trivariate extended skew-t distribution
excess.dist.hrTail function for parametric models.
excess_pr_extr_modProbability of excess for extremal dependence models
exponent_extr_modExponent function of extremal dependence models
exponent.hrExponent function for parametric models.
ExtremalDep-internalInternal functions in the ExtremalDep library
fit_pclik_extr_modFit extremal dependence models using pairwise composite...
Leeds.frechet5-dimensional dataset with unit Frechet margins.
madogramEstimation of the Pickands Dependence Function
matrix.sqrtMatrix square root.
NSNTrivariate dataset with unit Frechet margins.
pk.extstPickands dependence function for the Extremal Skew-$t$ model.
PNNTrivariate dataset with unit Frechet margins.
PNNSA 4-dimensional dataset with unit Frechet margins.
PNSTrivariate dataset with unit Frechet margins.
pollutionAir quality datasets containing daily maxima of air...
posteriorMCMCMCMC sampler for parametric spectral measures
priorPrior parameter distribution for parametric models
proposalProposal distribution for parametric models
r_extr_modRandom number generation for extremal dependence models
WindWeekly maximum wind speed data collected over 4 stations...
winterdat5-dimensional air quality dataset recorded in Leeds (U.K.),...
ExtremalDep documentation built on May 31, 2017, 5:01 a.m.