Models Bivariate Dependence and Produces Bivariate Return
Periods
Description
Models the dependence between two variables in the extremes, identifies most
relevant models among six models: the conditional extremes model, the Jt-KDE model
and four copulae (Gumbel, Galambos, Normal, FGM). Bivariate return periods for
the six models and bivariate level curves can be created.
Methods used in the package are described in the following reference:
Tilloy, Malamud, Winter and Joly-Laugel (2020)
Supporting references for the conditional extremes model,
Jt-KDE model and for copula modelling are the following:
Heffernan and Tawn (2004)
Cooley, Thibaud, Castillo and Wehner (2019)
Nelsen (2006) .