Wind

CLAY.SALL.PAUL

CLOU.CLAY.PAUL

CLOU.CLAY.SALL

CLOU.SALL.PAUL

<p>There are four datasets of weekly maximum wind speed data, for each triplet of locations: <code>CLOU.CLAY.SALL</code>, <code>CLOU.CLAY.PAUL</code>, <code>CLAY.SALL.PAUL</code> and <code>CLOU.SALL.PAUL</code>.</p>

datasets

A set of procedures for parametric and non-parametric modelling of the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. It adapts the methodologies of Beranger and Padoan (2015) <doi:10.48550/arXiv.1508.05561>, Marcon et al. (2016) <doi:10.1214/16-EJS1162>, Marcon et al. (2017) <doi:10.1002/sta4.145>, Marcon et al. (2017) <doi:10.1016/j.jspi.2016.10.004> and Beranger et al. (2021) <doi:10.1007/s10687-019-00364-0>. This package also allows for the modelling of spatial extremes using flexible max-stable processes. It provides simulation algorithms and fitting procedures relying on the Stephenson-Tawn likelihood as per Beranger at al. (2021) <doi:10.1007/s10687-020-00376-1>.

Simone Padoan

ExtremalDep

Extremal Dependence Models

Boris Beranger

Giulia Marcon

Steven G. Johnson

Rudolf Schuerer 

Brian Gough 

Alec G. Stephenson

Anne Sabourin

Philippe Naveau

Wind function

Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012. — Wind

Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.

Wind: Weekly maximum wind speed data collected over 4 stations across Oklahoma, USA, over the March-May preiod between 1996 and 2012.

Description

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References