Models Bivariate Dependence and Produces Bivariate Return Periods
Overview
Models the dependence between two variables in the extremes, identifies most relevant models among six models: the conditional extremes model, the Jt-KDE model and four copulae (Gumbel, Galambos, Normal, FGM). Bivariate return periods for the six models and bivariate level curves can be created. Methods used in the package are described in the following reference: Tilloy, Malamud, Winter and Joly-Laugel (2020) doi:10.5194/nhess-20-2091-2020 Supporting references for the conditional extremes model, Jt-KDE model and for copula modelling are the following: Heffernan and Tawn (2004) doi:10.1111/j.1467-9868.2004.02050.x Cooley, Thibaud, Castillo and Wehner (2019) doi:10.1007/s10687-019-00348-0 Nelsen (2006) doi:10.1007/0-387-28678-0.
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Documentation
- Help pages
- 11
- Examples that run
- 88%7 run in a plain check · 1 never run
- Exported functions with examples
- 89%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 36%
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People & History
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- RR 4.4.0 released · 2024-04-24
- archivedRemoved from CRAN2024-02-25email to the maintainer was undeliverable
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.2.3
- 0.2.22021-04-20
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2021-04-20
- Total releases
- 2 / 5 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 22 KB / 1 file
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