Extremal Dependence Models

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Documentation for package ‘ExtremalDep’ version 0.0.2

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alik Approximate likelihood estimation of extremal dependence models.
AngDensPlot 3-D plot of parametric angular densities.
beed Bernstein Estimation of Extremal Dependence
beed.boot Bootstrap Resampling and Bernstein Estimation of Extremal Dependence
beed.confband Nonparametric Bootstrap Confidence Intervals
bp Univariate and Multivariate Bernstein Polynomials
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 the CLAY, SALL and PAUL stations located in Oklahoma, USA, over the March-May preiod between 1996 and 2012.
CLOU.CLAY.PAUL Weekly maximum wind speed data collected over the CLOU, CLAY and PAUL stations located in Oklahoma, USA, over the March-May preiod between 1996 and 2012.
CLOU.CLAY.SALL Weekly maximum wind speed data collected over the CLOU, CLAY and SALL stations located in Oklahoma, USA, over the March-May preiod between 1996 and 2012.
CLOU.SALL.PAUL Weekly maximum wind speed data collected over the CLOU, SALL and PAUL stations located in Oklahoma, USA, over the March-May preiod between 1996 and 2012.
convexity Convexity Constraint
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
excess.dist.hr Tail function for parametric models.
excess_pr_extr_mod Probability of excess for extremal dependence models
exponent.hr Exponent function for parametric models.
exponent_extr_mod Exponent function of extremal dependence models
fit_pclik_extr_mod Fit extremal dependence models using pairwise composite likelihood
Leeds.frechet 5-dimensional dataset with unit Frechet margins.
madogram Estimation of the Pickands Dependence Function
matrix.sqrt Matrix square root.
NSN Trivariate dataset with unit Frechet margins.
pesn Univariate extended skew-normal distribution
pest Univariate extended skew-t distribution
pk.extst Pickands dependence function for the Extremal Skew-$t$ model.
pmesn Bivariate and trivariate extended skew-normal distribution
pmest Bivariate and trivariate extended skew-t distribution
PNN Trivariate dataset with unit Frechet margins.
PNNS A 4-dimensional dataset with unit Frechet margins.
PNS Trivariate dataset with unit Frechet margins.
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
print.excess.dist.hr Tail function for parametric models.
print.exponent.hr Exponent function for parametric models.
print.Leeds.frechet 5-dimensional dataset with unit Frechet margins.
print.matrix.sqrt Matrix square root.
print.NSN Trivariate dataset with unit Frechet margins.
print.PNN Trivariate dataset with unit Frechet margins.
print.PNNS A 4-dimensional dataset with unit Frechet margins.
print.PNS Trivariate dataset with unit Frechet margins.
print.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.
print.winterdat 5-dimensional air quality dataset recorded in Leeds (U.K.), during five winter seasons.
prior Prior parameter distribution for parametric models
proposal Proposal distribution for parametric models
r_extr_mod Random number generation for extremal dependence models
Wind Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
winterdat 5-dimensional air quality dataset recorded in Leeds (U.K.), during five winter seasons.