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New features #16
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lbelzile
opened on Jul 14, 2023
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- Univariate distributions:
- generalized Zipf and discrete generalized Pareto distributions for discrete extremes; see Github repo of A. Hitz for comparison
- blended GEV distribution
- inhomogeneous Poisson process with orthogonal parametrization
- New estimators of the tail dependence coefficient
- Add seismic activity data, tornado and Palm drought severity index
- add extremogram estimator with block bootstrap
- KL divergence test for equality of multivariate distributions Engelke, Naveau, Zhou
- regression models for GEV, etc. by collapsing inequality constraints (all domain must be positive, so keep minimum)?
- Heffernan-Tawn estimator of extremal dependence
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