Sensitivity Analysis Tools for Dependence and Asymptotic Dependence
cop-ell-psi-psiinv- functions for Archimax Mevlog models.
Extremal coefficients for Mevlog models.
Empirical Extremal coefficients.
Empirical stable tail dependence function.
Generate a Mevlog tail dependence structure.
Graphs of the tail dependence structure for Mevlog models.
Empirical graphs of the tail dependence structure.
Empirical graphs drawn on geographical maps of the tail dependence str...
Cleveland's Dot Plots of the tail dependence structure.
Empirical Cleveland's Dot Plots of the tail dependence structure.
r function for Archimax Mevlog models.
r-p-d-ell- functions for Mevlog models.
Tail importance coefficients for Mevlog models.
Empirical tail importance coefficients.
Tail superset importance coefficients for Mevlog models.
Empirical tail superset importance coefficients.
Tools for analyzing tail dependence in any sample or in particular theoretical models. The package uses only theoretical and non parametric methods, without inference. The primary goals of the package are to provide: (a)symmetric multivariate extreme value models in any dimension; theoretical and empirical indices to order tail dependence; theoretical and empirical graphical methods to visualize tail dependence.