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Provides functions implementing minimal distance estimation methods for parametric tail dependence models, as proposed in Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016) <doi:10.1111/rssb.12114> and Einmahl, J.H.J., Kiriliouk, A., and Segers, J. (2018) <doi:10.1007/s10687-017-0303-7>.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.2.3) |
| Imports: | cubature, mvtnorm, SpatialExtremes, copula, stats, utils |
| Suggests: | R.rsp |
| Published: | 2021-06-03 |
| DOI: | 10.32614/CRAN.package.tailDepFun |
| Author: | Anna Kiriliouk |
| Maintainer: | Anna Kiriliouk <anna.kiriliouk at unamur.be> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| In views: | ExtremeValue |
| CRAN checks: | tailDepFun results |
| Reference manual: | tailDepFun.pdf |
| Vignettes: |
Vignette for the tailDep package |
| Package source: | tailDepFun_1.0.1.tar.gz |
| Windows binaries: | r-devel: tailDepFun_1.0.1.zip, r-release: tailDepFun_1.0.1.zip, r-oldrel: tailDepFun_1.0.1.zip |
| macOS binaries: | r-release (arm64): tailDepFun_1.0.1.tgz, r-oldrel (arm64): tailDepFun_1.0.1.tgz, r-release (x86_64): tailDepFun_1.0.1.tgz, r-oldrel (x86_64): tailDepFun_1.0.1.tgz |
| Old sources: | tailDepFun archive |
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