# Extremal Dependence Models

## Documentation for package ‘ExtremalDep’ version 0.0.4-5

- DESCRIPTION file.

## 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 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.
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 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.
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 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).
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 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
returns.plot | Plot some 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 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.