# ReturnCurves

This package implements the estimation of the $p$-probability return curve proposed by
[Murphy-Barltrop et al. (2023)](https://onlinelibrary.wiley.com/doi/10.1002/env.2797), 
for small $p>0,$ while implementing pointwise and smooth approaches to estimate the so called angular dependence function first introduced by [Wadsworth and Tawn (2013)](https://projecteuclid.org/journals/bernoulli/volume-19/issue-5B/A-new-representation-for-multivariate-tail-probabilities/10.3150/12-BEJ471.full). See the vignette to get started!

To install the package, please do:

`install.packages("ReturnCurves")`

More details can be found on [CRAN](https://cran.r-project.org/package=ReturnCurves).
