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Note in README.md that simulation data is not in Github
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perej1 committed Oct 1, 2023
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Expand Up @@ -5,17 +5,10 @@ estimation. Current simulation settings serve two different purposes:

1. Performance of an elliptical extreme quantile region estimator is compared to
a competing extreme quantile region estimator based on halfspace depth [1].
Relative errors for both estimators are computed for each simulation scenario,
and the errors are saved in the directory `sim-data/errors/`. Additionally,
directory `sim-data/` includes the following data for reproducibility:

- true quantile regions,
- estimates (elliptical and depth) and
- samples, from which the estimates are calculated.

On the other hand, directory `summmary-data/` includes some summary
statistics for relative errors of each scenario. Also, illustrative figures are
included.
Relative errors for both estimators are computed for each simulation scenario.
However, simulation data is not stored in Github since files are too large. On
the other hand, directory `summmary-data/` includes some summary statistics for
relative errors of each scenario. Also, illustrative figures are included.

2. An example with skewed t-distribution is constructed. Here we use elliptical
extreme quantile region estimator for estimation, and thus, estimated quantile
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