Mobirep
Author(s): Alois Tilloy
Organisation(s)/Authors: King's College London
Description:
R package allowing to model the dependence between two extreme variables and identify most relevant models among six models: the conditional extremes model, the Jt-KDE model and four copulae (Gumbel, Galambos, Normal, FGM). Generates joint Return period curves. Useful for local studies on extreme variable dependence.
Technical Considerations:
R programming language, code package
Key Words:
statistical dependence, extremes, compound hazards, R programming language