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lines changed Original file line number Diff line number Diff line change @@ -5,17 +5,10 @@ estimation. Current simulation settings serve two different purposes:
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1 . Performance of an elliptical extreme quantile region estimator is compared to
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a competing extreme quantile region estimator based on halfspace depth [ 1] .
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- Relative errors for both estimators are computed for each simulation scenario,
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- and the errors are saved in the directory ` sim-data/errors/ ` . Additionally,
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- directory ` sim-data/ ` includes the following data for reproducibility:
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-
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- - true quantile regions,
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- - estimates (elliptical and depth) and
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- - samples, from which the estimates are calculated.
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-
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- On the other hand, directory ` summmary-data/ ` includes some summary
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- statistics for relative errors of each scenario. Also, illustrative figures are
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- included.
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+ Relative errors for both estimators are computed for each simulation scenario.
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+ However, simulation data is not stored in Github since files are too large. On
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+ the other hand, directory ` summmary-data/ ` includes some summary statistics for
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+ relative errors of each scenario. Also, illustrative figures are included.
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2 . An example with skewed t-distribution is constructed. Here we use elliptical
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extreme quantile region estimator for estimation, and thus, estimated quantile
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