R: Sensitivity Analysis Tools for Dependence and Asymptotic Dependence

# Sensitivity Analysis Tools for Dependence and Asymptotic Dependence

## Documentation for package ‘satdad’ version 1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

copArchimaxMevlog | cop-ell-psi-psiinv- functions for Archimax Mevlog models.
dMevlog | r-p-d-ell- functions for Mevlog models.
ec | Extremal coefficients for Mevlog models.
ecEmp | Empirical Extremal coefficients.
ellArchimaxMevlog | cop-ell-psi-psiinv- functions for Archimax Mevlog models.
ellEmp | Empirical stable tail dependence function.
ellMevlog | r-p-d-ell- functions for Mevlog models.
France | Dataset. Yearly Maxima of Temperature and coordinates of 21 French cities 1946-2000.
gen.ds | Generate a Mevlog tail dependence structure.
graphs | Graphs of the tail dependence structure for Mevlog models.
graphsEmp | Empirical graphs of the tail dependence structure.
graphsMapEmp | Empirical graphs drawn on geographical maps of the tail dependence structure.
plotClev | Cleveland's Dot Plots of the tail dependence structure.
plotClevEmp | Empirical Cleveland's Dot Plots of the tail dependence structure.
pMevlog | r-p-d-ell- functions for Mevlog models.
psiArchimaxMevlog | cop-ell-psi-psiinv- functions for Archimax Mevlog models.
psiinvArchimaxMevlog | cop-ell-psi-psiinv- functions for Archimax Mevlog models.
rArchimaxMevlog | r function for Archimax Mevlog models.
rMevlog | r-p-d-ell- functions for Mevlog models.
Stock | Dataset. Yearly maxima of Log Returns of ten stock indices 1990-2015.
tic | Tail importance coefficients for Mevlog models.
ticEmp | Empirical tail importance coefficients.
tsic | Tail superset importance coefficients for Mevlog models.
tsicEmp | Empirical tail superset importance coefficients.