Extremal Dependence Models

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Documentation for package ‘ExtremalDep’ version 0.0.3-5

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alik Approximate likelihood estimation of extremal dependence models.
AngDensPlot 3-D plot of parametric angular densities.
angular Estimation of the angular density, angular measure and random generation from the angular distribution.
bbeed Bayesian Estimation of Extremal Dependence
beed Bernstein Polynomials Based Estimation of Extremal Dependence
beed.boot Bootstrap Resampling and Bernstein Estimation of Extremal Dependence
beed.confband Nonparametric Bootstrap Confidence Intervals
chi.bsn Tail dependence coefficient for the skew-normal distirbution
chi.extst Tail dependence coefficient for the Extremal Skew-$t$ model
CLAY.SALL.PAUL Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
CLOU.CLAY.PAUL Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
CLOU.CLAY.SALL Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
CLOU.SALL.PAUL Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
dens Angular density and likelihood function for some extremal dependence models
dens_extr_mod Density of extremal dependence models
desn Univariate extended skew-normal distribution
dest Univariate extended skew-t distribution
dmesn Bivariate and trivariate extended skew-normal distribution
dmest Bivariate and trivariate extended skew-t distribution
ellipse Level sets for bivariate normal, student-t and skew-normal distributions probability densities.
excess_pr_extr_mod Exceedance Probability for extremal dependence models
exponent_extr_mod Exponent function of extremal dependence models
ExtQset Bivariate Extreme Quantile Sets
fit_pclik_extr_mod Fit extremal dependence models using pairwise composite likelihood
Leeds.frechet Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
madogram Madogram-based estimation of the Pickands Dependence Function
Milan.summer Pollution data for summer and winter months in Milan, Italy.
Milan.winter Pollution data for summer and winter months in Milan, Italy.
NSN Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
pesn Univariate extended skew-normal distribution
pest Univariate extended skew-t distribution
pk.extst Pickands dependence function for the Extremal Skew-$t$ model.
plot.bbeed Plot of Extremal Dependence
pmesn Bivariate and trivariate extended skew-normal distribution
pmest Bivariate and trivariate extended skew-t distribution
PNN Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
PNNS Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
PNS Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
pollution Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.
posteriorMCMC MCMC sampler for parametric spectral measures
prior Prior parameter distribution for parametric models.
proposal Proposal distribution for parametric models
returns Compute return values
r_extr_mod Random sample generation from extremal dependence models
summary.bbeed Compute summary statistics from the MCMC output.
UniExtQ Univariate Extreme Quantile
Wind Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
winterdat Air quality datasets containing daily maxima of air pollutants (PM10, NO, NO2, 03 and S02) recorded in Leeds (U.K.), during five winter seasons (November-Februrary) between 1994 and 1998.