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ExtrPatt (version 0.1-4)

Spatial Dependencies and Indices for Extremes

Description

An implementation of 1) the tail pairwise dependence matrix (TPDM) as described in Jiang & Cooley (2020) 2) the extremal pattern index (EPI) as described in Szemkus & Friederichs ('Spatial patterns and indices for heatwave and droughts over Europe using a decomposition of extremal dependency'; submitted to ASCMO 2023).

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Version

Install

install.packages('ExtrPatt')

Monthly Downloads

171

Version

0.1-4

License

MIT + file LICENSE

Maintainer

Svenja Szemkus

Last Published

November 7th, 2023

Functions in ExtrPatt (0.1-4)

wrapper.EPI

Wrapper function
svd.tpdm

Singular Value decomposition for cross-TPDM
decls

Declustering
est.tpdm

Estimation of TPDM
to.alpha.2

Probability integral transformation
precipGER

daily Precipitation over Southern Germany
trans

transformation function
invTrans

Transformation function
pca.tpdm

Principal Component Analysis for TPDM
compute.EPI

Estimation of EPI