Extremal Dependence Models

[Up] [Top]

Documentation for package ‘ExtremalDep’ version 0.0.4-1

Help Pages

angular Estimation of the angular density, angular measure and random generation from the angular distribution.
beed Bernstein Polynomials Based Estimation of Extremal Dependence
beed.boot Bootstrap Resampling and Bernstein Estimation of Extremal Dependence
beed.confband Nonparametric Bootstrap Confidence Intervals
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.
desn Univariate extended skew-normal distribution
dest Univariate extended skew-t distribution
dExtDep Parametric and non-parametric density of Extremal Dependence
dGEV The Generalized Extreme Value Distribution
diagnostics Diagnostics plots for MCMC algorithm.
dim_ExtDep Dimensions calculations for parametric extremal dependence models
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.
ExtQ Univariate Extreme Quantile
fExtDep Extremal dependence estimation
fExtDep.np Non-parametric extremal dependence estimation
fExtDepSpat Fitting of a max-stable process
fGEV Fitting of the Generalized Extreme Value Distribution
heat Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
heatdata Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
index.ExtDep Index of extremal dependence
lat Weekly maxima of hourly rainfall in France
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.
Lingen Hourly wind gust, wind speed and air pressure at Lingen (GER), Ossendorf (GER) and Parcay-Meslay (FRA).
locgrid Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
logReturns Monthly maxima of log-return exchange rates of the Pound Sterling (GBP) against the US dollar (USD) and the Japanese yen (JPY), between March 1991 and December 2014.
lon Weekly maxima of hourly rainfall in France
madogram Madogram-based estimation of the Pickands Dependence Function
mellat Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
mellon Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
Milan.summer Pollution data for summer and winter months in Milan, Italy.
Milan.winter Pollution data for summer and winter months in Milan, Italy.
MilanPollution 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.
Ossendorf Hourly wind gust, wind speed and air pressure at Lingen (GER), Ossendorf (GER) and Parcay-Meslay (FRA).
ParcayMeslay Hourly wind gust, wind speed and air pressure at Lingen (GER), Ossendorf (GER) and Parcay-Meslay (FRA).
pesn Univariate extended skew-normal distribution
pest Univariate extended skew-t distribution
pExtDep Parametric and non-parametric distribution function of Extremal Dependence
pFailure Probability of falling into a failure region
pGEV The Generalized Extreme Value Distribution
plot_ExtDep Graphical summaries of parametric representations of extremal dependence.
plot_ExtDep.np Graphical summaries of non-parametric representations 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.
precip Weekly maxima of hourly rainfall in France
PrecipFrance Weekly maxima of hourly rainfall in France
qGEV The Generalized Extreme Value Distribution
returns Compute return values
rExtDep Parametric and semi-parametric random generator of extreme events
rExtDepSpat Random generation of max-stable processes
scalegrid Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
shapegrid Summer temperature maxima in Melbourne, Australia between 1961 and 2010.
simplex Definition of a multivariate simplex
summary_ExtDep Summary of MCMC algorithm.
trans2GEV Transformation to GEV distribution
trans2UFrechet Transformation to unit Frechet distribution
Wind Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.
WindSpeedGust Hourly wind gust, wind speed and air pressure at Lingen (GER), Ossendorf (GER) and Parcay-Meslay (FRA).
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.