Extremal Dependence Modeling

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Documentation for package ‘ExtremalDep’ version 0.1-2

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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
convexity Convexity Constraint
dens Angular density and likelihood function for some extremal dependence models
excess.dist.hr Tail function for parametric models.
exponent.hr Exponent function for parametric models.
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.
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 Angular density and likelihood function for some extremal dependence models
print.alik Approximate likelihood estimation of extremal dependence models.
print.AngDensPlot 3-D plot of parametric angular densities.
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.posteriorMCMC MCMC sampler for parametric spectral measures
print.prior Prior parameter distribution for parametric models
print.proposal Proposal distribution for parametric models
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
winterdat 5-dimensional air quality dataset recorded in Leeds (U.K.), during five winter seasons.