Now showing items 1-5 of 5
R-code for fitting max-linear models via minimum CRPS
(2015-03-09)
This is R-code for fitting max-linear models by minimizing the Continuously Ranked Probability Score.
Evaluation of 2008 Florida crash data reported to the MCMIS Crash File
(University of Michigan, Ann Arbor, Transportation Research Institute, 2010-09)
This report is part of a series evaluating the data reported to the Motor Carrier Management Information System (MCMIS) Crash File undertaken by the Center for National Truck and Bus Statistics at the University of Michigan ...
MATLAB code for the paper "Inference on the endpoint of human lifespan and its inherent statistical difficulty"
(2018-04-06)
We offer an inference methodology for the upper endpoint of a regularly varying distribution with finite endpoint. We apply it to the IDL and GRG data sets of lifespans of supercentenarians. As in the comprehensive analysis ...
R-code for fitting the Gauss-Pareto model to extreme precipitation
(2015-03-09)
This is R-code for fitting a Bayesian hierarchical Gauss-Pareto model to extremes of precipitation over Sweden from 1961-2010. Included is extremes of precipitation data from the Swedish Meteorological and Hydrological ...
R-code for fitting the Tawn-Molchanov max-stable model and computing bounds on VaR-max
(2014-06-20)
This is R-code for fitting the Tawn-Molchanov max-stable model. It contains functions for estimating upper bounds on Value-at-Risk for the maximum portfolio loss.