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Code Listing by Thomas Meinguet

Code 1-2 of 2   






The main advantages of the Hausdorff regression are that one should not specify the direction of the errors (vertical, horizontal, orthogonal ... with the ordinary least squares) and that it is less sensitive with respect to the square of the distance.

This is the original idea. Any contribution is welcome! Let me know if you are interested.



CM3 processes model the spatio-temporal dependence structure for extreme values of functional data fields and M4 processes for discrete data fields. Given a dataset, this software estimates the length of the tail dependence, the number of patterns...