The code here is what was used to produce the simulations and analyze the air pollution data in the manuscript "Approximating the Conditional Density Given Large Observed Values via a Multivariate Extremes Framework, with Application to Environmental Data" by Cooley, Davis, and Naveau.

The code is written specifically for these examples and is not intended for general use.  However, anyone is free to use this code as a starting point for performing similar analyses.

The code can doubtlessly be improved upon.  

Finally, although the code is posted and publicly available, as a courtesy, please email Dan Cooley (cooleyd@stat.colostate.edu) if you do obtain the code.


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Reproduce the Trivariate Logistic Example

logisticSim.R drives the whole simulation
h.R is the spectral measure of the logistic model
compareCondDens.R compares the true conditional density of the logistic to the approximated conditional density
numericalIntegration.R does the numerical integration (function is called unequalSimpson)



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Reproduce Wash D.C. Pollution Analysis

washDCScript.R drives the whole thing.  
