R: Extremal Dependence Models

# Extremal Dependence Models

## Documentation for package ‘ExtremalDep’ version 1.0.0

- DESCRIPTION file
- Package README

## Help Pages

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.)