# self-consistent-inference

Code to accompany the paper 'Estimating the limiting shape of bivariate scaled sample clouds for self-consistent inference of extremal dependence properties' (Simpson and Tawn, 2022+).

The file '1 - G-estimation.R' contains the functions required to run our full estimation appraoch.

The file '2 - additional-estimators.R' provides code for previously available extremal dependence parameter estimators, for comparison to our approach.

We suggest running the code in the 'Example.R' file to familiarise yourself with how to use the functions.
