This package implements the estimation of the \(p\)-probability return curve proposed by Murphy-Barltrop et al. (2023), 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). See the vignette to get started!

To install the package, please do:
`devtools::install_github("lidiamandre/ReturnCurves", build_vignettes = TRUE)`