Extremal Dependence Models

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Documentation for package ‘ExtremalDep’ version 1.0.0

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angular Estimation of the angular density, angular measure, and random generation from the angular distribution
angular.plot Angular density plot.
beed Bernstein Polynomials Based Estimation of Extremal Dependence
beed.boot Bootstrap Resampling and Bernstein Estimation of Extremal Dependence
beed.confband Nonparametric Bootstrap Confidence Intervals
bic Extract the Bayesian Information Criterion
CLAY.SALL.PAUL Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA (March-May, 1996-2012)
CLOU.CLAY.PAUL Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA (March-May, 1996-2012)
CLOU.CLAY.SALL Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA (March-May, 1996-2012)
CLOU.SALL.PAUL Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA (March-May, 1996-2012)
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.
est Extract the estimated parameter
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
lambda.HR Valid set of parameters for the 3-dimensional Husler-Reiss model
lat Weekly maxima of hourly rainfall in France
Leeds.frechet Air quality datasets recorded in Leeds (U.K.)
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
logLik.ExtDep_Freq Extremal Dependence Estimation
logLik.ExtDep_Spat Fitting of a max-stable process
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
method Extract the method attribute
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
model Extract the model attribute
NSN Air quality datasets recorded in Leeds (U.K.)
Ossendorf Hourly Wind Gust, Wind Speed, and Air Pressure at Lingen (GER), Ossendorf (GER), and Parcay-Meslay (FRA)
PAMfmado Clustering of maxima
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
pickands.plot Plot for the Pickands dependence function
plot.ExtDep_Bayes Extremal Dependence Estimation
plot.ExtDep_Freq Extremal Dependence Estimation
plot.ExtDep_npBayes Non-parametric extremal dependence estimation
plot.ExtDep_npEmp Non-parametric extremal dependence estimation
plot.ExtDep_npFreq Non-parametric extremal dependence estimation
pmesn Bivariate and Trivariate Extended Skew-Normal Distribution
pmest Bivariate and trivariate extended skew-t distribution
PNN Air quality datasets recorded in Leeds (U.K.)
PNNS Air quality datasets recorded in Leeds (U.K.)
PNS Air quality datasets recorded in Leeds (U.K.)
pollution Air quality datasets recorded in Leeds (U.K.)
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
returns.plot Plot return levels
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
StdErr Extract the standard errors of estimated parameters
summary.ExtDep_Bayes Extremal Dependence Estimation
summary.ExtDep_npBayes Non-parametric extremal dependence estimation
tic Extract the Takeuchi Information Criterion
trans2GEV Transformation to GEV Distribution
trans2UFrechet Transformation to Unit Frechet Distribution
Wind Weekly Maximum Wind Speed Data Across 4 Stations in Oklahoma, USA (March-May, 1996-2012)
WindSpeedGust Hourly Wind Gust, Wind Speed, and Air Pressure at Lingen (GER), Ossendorf (GER), and Parcay-Meslay (FRA)
winterdat Air quality datasets recorded in Leeds (U.K.)