Heffernan Tawn Mixture Model as in Tendijck et al (2021)
This code is aimed to be supplementary material to Tendijck et al (2021) and is written in MATLAB (R2019b).
This folder does not build upon previously installed toolboxes as far as the writer knows. However, the code includes the Toolbox written by Jon D'Errico (2020). To make the code easily useable, I added the code of this toolbox to the folder '\slmtools'.
This folder contains two main .m files: 1. tutorial.m which demonstrate how to use most of the important functions that we wrote 2. runApplication.m demonstrates the functions applied to an oceanographical application, see Tendijck et al (2021)
John D'Errico (2020). SLM - Shape Language Modeling (https://www.mathworks.com/matlabcentral/fileexchange/24443-slm-shape-language-modeling), MATLAB Central File Exchange. Retrieved November 30, 2020. Tendijck, S.H.A, Eastoe, E, Tawn, J.A., Randell, D., and Jonathan, P. (2021). Modelling the extremes of bivariate mixture distributions with application to oceanographic data, Journal of the American Statistical Association, DOI: 10.1080/01621459.2021.1996379