Wunderlich et al (2019) recommends Symmetric Extremal Dependence Index (SEDI) from Ferro and Stephenson (2011) as an alternative to the TSS for a goodness-of-fit measure.
This update adds the calculation of SEDI to the summary function, with no plot. It uses 1e09 as the infinity small number to replace 0 as recommended by Wunderlich et al (2019).
Wunderlich et al (2019) recommends Symmetric Extremal Dependence Index (SEDI) from Ferro and Stephenson (2011) as an alternative to the TSS for a goodness-of-fit measure.
This update adds the calculation of SEDI to the summary function, with no plot. It uses 1e09 as the infinity small number to replace 0 as recommended by Wunderlich et al (2019).