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ReturnCurves

This package implements the estimation of the $p$-probability return curve proposed by Murphy-Barltrop et al. (2023), for small $p>0,$ while implementing pointwise and smooth approaches to estimate the so called angular dependence function first introduced by Wadsworth and Tawn (2013). See the vignette to get started!

To install the package, please do:

install.packages("ReturnCurves")

More details can be found on CRAN.

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Install

install.packages('ReturnCurves')

Monthly Downloads

184

Version

1.0.1

License

GPL (>= 3)

Issues

0

Pull Requests

0

Stars

1

Forks

0

Maintainer

Lídia André

Last Published

February 5th, 2025

Functions in ReturnCurves (1.0.1)

rc_gof

Goodness of fit of the Return Curve estimates
rc_gof.class

An S4 class to represent the Goodness-of-Fit of the Return Curve estimates
plot,rc_unc.class,ANY-method

Visualisation of the Uncertainty of the Return Curve estimates
plot,margtransf.class,ANY-method

Visualisation of the Marginal Transformation
plot,marggpd.class,ANY-method

Visualisation of the assessment of the Marginal Tail Fits
runShiny

Complementary Shiny app for the ReturnCurves package
rc_est

Estimation of the Return Curve
plot,rc_gof.class,ANY-method

Visualisation of the Goodness-of-Fit of the Return Curve estimates
plot,rc_est.class,ANY-method

Visualisation of the Return Curve estimates
rc_est.class

An S4 class to represent the estimation of the Return Curve
adf_est.class

An S4 class to represent the estimation of the Angular Dependence Function
margtransf

Marginal Transformation
adf_gof

Goodness of fit of the Angular Dependence function estimates
ReturnCurves-package

Estimation of Return Curves
marggpd

Assessing the Marginal Tail Fits
adf_est

Estimation of the Angular Dependence Function (ADF)
airdata

Air pollution data
adf_gof.class

An S4 class to represent the Goodness-of-Fit of the Angular Dependence Function estimates
marggpd.class

An S4 class to represent the assessment of the the Marginal Tail Fits
margtransf.class

An S4 class to represent the Marginal Transformation
plot,adf_est.class,ANY-method

Visualisation of the Angular Dependence Function estimates
plot,adf_gof.class,ANY-method

Visualisation of the Goodness-of-Fit of the Angular Dependence Function estimates
rc_unc

Uncertainty of the Return Curve estimates
rc_unc.class

An S4 class to represent the Uncertainty of the Return Curve estimates