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mobirep
View on CRAN: Click
here
Download and install mobirep package within the R console
Install from CRAN:
install.packages("mobirep")
Install from Github:
library("remotes")
install_github("cran/mobirep")
Install by package version:
library("remotes")
install_version("mobirep", "0.2.3")
Attach the package and use:
library("mobirep")
Maintained by
Alois Tilloy
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
First Published: 2021-04-20
Latest Update: 2024-02-25
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) .
How to cite:
Alois Tilloy (2021). mobirep: Models Bivariate Dependence and Produces Bivariate Return
Periods. R package version 0.2.3, https://cran.r-project.org/web/packages/mobirep. Accessed 14 Mar. 2025.
Other packages that cited mobirep R package
View mobirep citation profile
Other R packages that mobirep depends,
imports, suggests or enhances
Functions, R codes and Examples using
the mobirep R package
Some associated functions: AnalogSel . Bv.LT.Dep . Cond.mod.ap . JT.KDE.ap . Margins.mod . curve.funct . densi.curv.cop . densi.curv.em . digit.curves.p . evenPts.p . fire01meantemp .
Some associated R codes: BvLTDep.R . digit.curves.R . jt_kde.R . level_curves.R . porto_data.R . supplement.funct.R . Full mobirep package functions and examples
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