Sensitivity Analysis Tools for Dependence and Asymptotic Dependence

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Documentation for package ‘satdad’ version 1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

copArchimaxMevlog	cop-ell-psi-psiinv- functions for Archimax Mevlog models.
dMevlog	r-p-d-ell- functions for Mevlog models.
ec	Extremal coefficients for Mevlog models.
ecEmp	Empirical Extremal coefficients.
ellArchimaxMevlog	cop-ell-psi-psiinv- functions for Archimax Mevlog models.
ellEmp	Empirical stable tail dependence function.
ellMevlog	r-p-d-ell- functions for Mevlog models.
France	Dataset. Yearly Maxima of Temperature and coordinates of 21 French cities 1946-2000.
gen.ds	Generate a Mevlog tail dependence structure.
graphs	Graphs of the tail dependence structure for Mevlog models.
graphsEmp	Empirical graphs of the tail dependence structure.
graphsMapEmp	Empirical graphs drawn on geographical maps of the tail dependence structure.
plotClev	Cleveland's Dot Plots of the tail dependence structure.
plotClevEmp	Empirical Cleveland's Dot Plots of the tail dependence structure.
pMevlog	r-p-d-ell- functions for Mevlog models.
psiArchimaxMevlog	cop-ell-psi-psiinv- functions for Archimax Mevlog models.
psiinvArchimaxMevlog	cop-ell-psi-psiinv- functions for Archimax Mevlog models.
rArchimaxMevlog	r function for Archimax Mevlog models.
rMevlog	r-p-d-ell- functions for Mevlog models.
Stock	Dataset. Yearly maxima of Log Returns of ten stock indices 1990-2015.
tic	Tail importance coefficients for Mevlog models.
ticEmp	Empirical tail importance coefficients.
tsic	Tail superset importance coefficients for Mevlog models.
tsicEmp	Empirical tail superset importance coefficients.