Time-lagged assymptotic dependence

Tail dependence coefficient and extremal variogram with time lag, summarizing parameters

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TDCs with time lag, maximum TDC, dominant time lag of TDCs, window TDC, extremal variogram with time lag, minimum extremal variogram and dominant time lag of extremal variogram.
From doctoral thesis Characterizing Temporal Changes and Inter-Site Correlations in Daily and Sub-Daily Precipitation Extremes
http://liu.diva-portal.org/smash/record.jsf?pid=diva2:444192

Cite As

Agne Burauskaite-Harju (2026). Time-lagged assymptotic dependence (https://se.mathworks.com/matlabcentral/fileexchange/33195-time-lagged-assymptotic-dependence), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

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Version Published Release Notes Action
1.1.0.0

Added function window_TDC.m

1.0.0.0