You can install the released version of mobirep from CRAN with:
install.packages("mobirep")This package allows to model the dependence between two variables in the extremes, and identifies most relevant models among six models: the conditional extremes model, the Jt-KDE model and four copulae (Gumbel, Galambos, Normal, FGM). two types of bivariate return periods for the six models and can be produced:
- Joint return period (compound)
- Conditional return period (cascade)
Methods used in the package are described in the following reference: Tilloy, Malamud, Winter and Joly-Laugel (2020) https://nhess.copernicus.org/articles/20/2091/2020/nhess-20-2091-2020.html Supporting references for the conditional extremes model, Jt-KDE model and for copula modelling are the following:
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Heffernan and Tawn (2004) https://doi.org/10.1111/j.1467-9868.2004.02050.x
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Cooley, Thibaud, Castillo and Wehner (2019) https://doi:10.1007/s10687-019-00348-0
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Nelsen (2006) https://doi:10.1007/0-387-28678-0.