Coordinates

<p>It is used for creating the coordinates where the stable tail dependence function (stdf) is evaluated.
For instance in the extremal coefficient estimator. For more information about it see
Vignettes "Estimation - Note 3" and "Code - Note 3" and "Subsets and Coordinates".</p>

Provides tools for estimation of edge weights on graphical models with respect to trees and block graphs and parameterized by a particular family of max-stable copulas. The edge weights are parameters of tail dependence between adjacent variables and these edge weights determine the joint tail dependence between all variables in the context of a particular parametric model. For methods of moment estimator, composite likelihood estimator please see Asenova et al. (2021) <doi:10.1007/s10687-021-00407-5>. For estimation based on extremal coefficients see Asenova et al. (2021) as well as Einmahl et al. (2016) <doi:10.2139/ssrn.2717531>. For cliquewise estimation please see Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.

Stefka Asenova

Coordinates: Creates an empty object of class `Coordinates`

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