This is code to accompany the paper 'Inference for new environmental contours using extreme value analysis' (Simpson and Tawn, 2024). The paper is published in the Journal of Agricultural, Biological and Environmental Statistics, and is available to download at the following link: https://link.springer.com/article/10.1007/s13253-024-00612-2
The file 'margins-GPDtails.R' contains functions to handle the required marginal transformations.
The files 'estimation-Contour1.R' and 'estimation-Contour2.R' contain functions to run our estimation procedure for contour definitions 1 and 2, respectively.
The file 'example.R' contains a simple example of how to use the functions for environmental contour estimation.