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. |