ealc

Code for the data analysis in the paper

Belzile, L. R. and J. G. Neslehova (2017). Extremal attractors of Liouville copulas, Journal of Multivariate Analysis 160, 68–92. doi.org/10.1016/j.jmva.2017.05.008

A preprint version may be found on arXiv and the author's manuscript is available from my webpage.