AsymVarBR |
Asymptotic variance matrix for the Brown-Resnick process. |
AsymVarGumbel |
Asymptotic variance matrix for the Gumbel model. |
AsymVarMaxLinear |
Asymptotic variance matrix for the max-linear model. |
dataEUROSTOXX |
EUROSTOXX50 weekly negative log-returns. |
dataKNMI |
Wind speeds in the Netherlands. |
EstimationBR |
Estimation of the parameters of the Brown-Resnick process |
EstimationGumbel |
Estimation of the parameter of the Gumbel model |
EstimationMaxLinear |
Estimation of the parameters of the max-linear model |
selectGrid |
Selects a grid of indices. |
stdfEmp |
Empirical stable tail dependence function |
stdfEmpCorr |
Bias-corrected empirical stable tail dependence function |
stdfEmpInt |
Integrated empirical stable tail dependence function |
tailDepFun |
tailDepFun |