{ "_id": "6a3253cb3efcd9bda437fcb7", "Package": "tailDepFun", "Type": "Package", "Title": "Minimum Distance Estimation of Tail Dependence Models", "Description": "Provides functions implementing minimal distance\nestimation methods for parametric tail dependence models, as\nproposed in Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and\nSegers, J. (2016) and Einmahl, J.H.J.,\nKiriliouk, A., and Segers, J. (2018)\n.", "Version": "1.0.1", "Date": "2021-05-27", "Author": "Anna Kiriliouk", "Maintainer": "Anna Kiriliouk ", "VignetteBuilder": "R.rsp", "License": "GPL-3", "LazyData": "true", "Collate": "'Other.R' 'helpFunctions.R' 'EstimationBR.R'\n'EstimationGumbel.R' 'EstimationML.R' 'empbetacop.R'", "RoxygenNote": "7.1.1", "Encoding": "UTF-8", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-17 07:50:14 UTC", "User": "root" }, "Config/pak/sysreqs": "make libgsl0-dev", "Repository": "https://akiriliouk.r-universe.dev", "Date/Publication": "2021-06-03 10:00:02 UTC", "RemoteUrl": "https://github.com/cran/tailDepFun", "RemoteRef": "HEAD", "RemoteSha": "d9625211ef0f628d7352578a1582a03db6570708", "MD5sum": "fa0e839c757c4171d8261020c3eb06ff", "_user": "akiriliouk", "_type": "src", "_file": "tailDepFun_1.0.1.tar.gz", "_fileid": "79b26c49dfb50382e023b918aab96de0fda09942eabddfa3bde4acef51e415b2", "_filesize": 464567, "_sha256": "79b26c49dfb50382e023b918aab96de0fda09942eabddfa3bde4acef51e415b2", "_created": "2026-06-17T07:50:14.000Z", "_published": "2026-06-17T07:59:07.188Z", "_distro": "noble", "_jobs": [ { "job": 81844985102, "time": 148, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7689181114" }, { "job": 81844985090, "time": 141, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7689178984" }, { "job": 81844985106, "time": 194, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7689196618" }, { "job": 81844985062, "time": 168, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7689187620" }, { "job": 81844985089, "time": 165, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7689176192" }, { "job": 81844985044, "time": 488, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7689285286" }, { "job": 81844985083, "time": 221, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7689194297" }, { "job": 81844985082, "time": 224, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7689201504" }, { "job": 81844459307, "time": 184, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7689129127" }, { "job": 81844985068, "time": 101, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7689165061" }, { "job": 81844985061, "time": 141, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7689179545" }, { "job": 81844985100, "time": 120, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7689171638" }, { "job": 81844985168, "time": 90, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7689164322" } ], "_buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/tailDepFun", "_commit": { "id": "d9625211ef0f628d7352578a1582a03db6570708", "author": "Anna Kiriliouk ", "committer": "cran-robot ", "message": "version 1.0.1\n", "time": 1622714402 }, "_maintainer": { "name": "Anna Kiriliouk", "email": "anna.kiriliouk@unamur.be", "login": "akiriliouk", "description": "", "uuid": 169037672 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.2.3", "role": "Depends" }, { "package": "cubature", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "SpatialExtremes", "role": "Imports" }, { "package": "copula", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "R.rsp", "role": "Suggests" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "akiriliouk", "count": 2, "uuid": 169037672 } ], "_userbio": { "uuid": 169037672, "type": "user", "name": "Anna Kiriliouk", "followers": 3 }, "_downloads": { "count": 313, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tailDepFun" }, "_searchresults": 13, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/tailDepFun.html", "manual.pdf" ], "_realowner": "akiriliouk", "_cranurl": false, "_releases": [ { "version": "1.0.0", "date": "2016-03-26" }, { "version": "1.0.1", "date": "2021-06-03" } ], "_exports": [ "AsymVarBR", "AsymVarGumbel", "AsymVarMaxLinear", "EstimationBR", "EstimationGumbel", "EstimationMaxLinear", "selectGrid", "stdfEmp", "stdfEmpCorr", "stdfEmpInt" ], "_datasets": [ { "name": "dataEUROSTOXX", "title": "EUROSTOXX50 weekly negative log-returns.", "object": "dataEUROSTOXX", "class": [ "matrix", "array" ], "fields": [ "EUROSTOXX50", "Chemicals", "Insurance", "DAX", "CAC40", "Bayer", "BASF", "Allianz", "AXA", "Airliquide" ], "rows": 711, "table": true, "tojson": true }, { "name": "dataKNMI", "title": "Wind speeds in the Netherlands.", "object": "dataKNMI", "class": [ "list" ], "fields": [], "table": false, "tojson": true } ], "_help": [ { "page": "AsymVarBR", "title": "Asymptotic variance matrix for the Brown-Resnick process.", "topics": [ "AsymVarBR" ] }, { "page": "AsymVarGumbel", "title": "Asymptotic variance matrix for the Gumbel model.", "topics": [ "AsymVarGumbel" ] }, { "page": "AsymVarMaxLinear", "title": "Asymptotic variance matrix for the max-linear model.", "topics": [ "AsymVarMaxLinear" ] }, { "page": "dataEUROSTOXX", "title": "EUROSTOXX50 weekly negative log-returns.", "topics": [ "dataEUROSTOXX" ] }, { "page": "dataKNMI", "title": "Wind speeds in the Netherlands.", "topics": [ "dataKNMI" ] }, { "page": "EstimationBR", "title": "Estimation of the parameters of the Brown-Resnick process", "topics": [ "EstimationBR" ] }, { "page": "EstimationGumbel", "title": "Estimation of the parameter of the Gumbel model", "topics": [ "EstimationGumbel" ] }, { "page": "EstimationMaxLinear", "title": "Estimation of the parameters of the max-linear model", "topics": [ "EstimationMaxLinear" ] }, { "page": "selectGrid", "title": "Selects a grid of indices.", "topics": [ "selectGrid" ] }, { "page": "stdfEmp", "title": "Empirical stable tail dependence function", "topics": [ "stdfEmp" ] }, { "page": "stdfEmpCorr", "title": "Bias-corrected empirical stable tail dependence function", "topics": [ "stdfEmpCorr" ] }, { "page": "stdfEmpInt", "title": "Integrated empirical stable tail dependence function", "topics": [ "stdfEmpInt" ] }, { "page": "tailDepFun", "title": "tailDepFun", "topics": [ "tailDepFun" ] } ], "_rundeps": [ "ADGofTest", "cluster", "colorspace", "copula", "cubature", "dotCall64", "fields", "gsl", "lattice", "maps", "Matrix", "mvtnorm", "numDeriv", "pcaPP", "pspline", "RColorBrewer", "Rcpp", "spam", "SpatialExtremes", "stabledist", "viridisLite" ], "_vignettes": [ { "source": "vignette.pdf.asis", "filename": "vignette.pdf", "title": "Vignette for the tailDep package", "engine": "R.rsp::asis", "headings": [], "created": "2016-03-26 17:09:04", "modified": "2021-06-03 10:00:02", "commits": 2 } ], "_score": 2.113943352306837, "_indexed": true, "_nocasepkg": "taildepfun", "_universes": [ "akiriliouk" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.1", "date": "2026-06-17T07:52:32.000Z", "distro": "noble", "arch": "aarch64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "d6546fe717e8a4718880d249968824e75ce5203f7406896a80cca7ab4350f9d4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.7.0", "os": "linux", "version": "1.0.1", "date": "2026-06-17T07:52:17.000Z", "distro": "noble", "arch": "x86_64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "320c441314236717a11608d73ecade3bec8c58dbfa6412c205e2a9adecd860ed", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.6.0", "os": "linux", "version": "1.0.1", "date": "2026-06-17T07:53:15.000Z", "distro": "noble", "arch": "aarch64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "24e4f63c6ed3a942b9c0abe3db926613674cde3e076d2217deda0d370aa3fa53", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.6.0", "os": "linux", "version": "1.0.1", "date": "2026-06-17T07:52:43.000Z", "distro": "noble", "arch": "x86_64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "b0758615f626570f1a11b85ae23334abb1beefcb912714befbb3201150fd2256", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.5.3", "os": "mac", "version": "1.0.1", "date": "2026-06-17T07:52:24.000Z", "arch": "aarch64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "551332103404f1e2e446871a1d243d0e64a6bdd7b8b0cc3e83d8e802bb38d2bf", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.5.3", "os": "mac", "version": "1.0.1", "date": "2026-06-17T07:56:29.000Z", "arch": "x86_64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "a2a361d423512348bfa3d210749aca2021dbb141c4bbc272d89aa49a293bf7d7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.6.0", "os": "mac", "version": "1.0.1", "date": "2026-06-17T07:52:58.000Z", "arch": "aarch64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "80d7ea56c5e1c2889745115de780e56e93d6225cc7afc85d1cc727e4071c465f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.6.0", "os": "mac", "version": "1.0.1", "date": "2026-06-17T07:53:09.000Z", "arch": "x86_64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "c5bd5c637c7632a5ca8df7efa9fd15a1a2a32b67030637a62bad07dc41aedad5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.1", "date": "2026-06-17T07:52:17.000Z", "arch": "emscripten", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "60ab2c4de5fa8c9d5e75705522188c4962a66e653d7606ac6d11cc4ff7289dc8", "status": "success", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.7.0", "os": "win", "version": "1.0.1", "date": "2026-06-17T07:51:57.000Z", "arch": "x86_64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "5844d46c4396ec55b5a3baebeb4210ef534e0e71e41a3f8eedb38c59fbe8a3a4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.5.3", "os": "win", "version": "1.0.1", "date": "2026-06-17T07:51:38.000Z", "arch": "x86_64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "cf1e1065c63758f5d8bdd929e6a5b98abf917dcd5f8c121b84f4eab2463816b3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" }, { "r": "4.6.0", "os": "win", "version": "1.0.1", "date": "2026-06-17T07:51:28.000Z", "arch": "x86_64", "commit": "d9625211ef0f628d7352578a1582a03db6570708", "fileid": "49ce3bc99c0950a7964a4257c7cbee4ede76761aa4519b12b458f993fac4a98c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/akiriliouk/actions/runs/27673877710" } ] }