Package: tailDepFun 1.0.1

tailDepFun: Minimum Distance Estimation of Tail Dependence Models

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>.

Authors:Anna Kiriliouk

tailDepFun_1.0.1.tar.gz
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tailDepFun.pdf |tailDepFun.html✨
tailDepFun/json (API)

# Install 'tailDepFun' in R:
install.packages('tailDepFun', repos = c('https://akiriliouk.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.11 score 13 scripts 180 downloads 10 exports 19 dependencies

Last updated 3 years agofrom:d9625211ef. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 03 2024
R-4.5-win-x86_64OKNov 03 2024
R-4.5-linux-x86_64OKNov 03 2024
R-4.4-win-x86_64OKNov 03 2024
R-4.4-mac-x86_64OKNov 03 2024
R-4.4-mac-aarch64OKNov 03 2024
R-4.3-win-x86_64OKNov 03 2024
R-4.3-mac-x86_64OKNov 03 2024
R-4.3-mac-aarch64OKNov 03 2024

Exports:AsymVarBRAsymVarGumbelAsymVarMaxLinearEstimationBREstimationGumbelEstimationMaxLinearselectGridstdfEmpstdfEmpCorrstdfEmpInt

Dependencies:ADGofTestcolorspacecopulacubaturedotCall64fieldsgsllatticemapsMatrixmvtnormnumDerivpcaPPpsplineRcppspamSpatialExtremesstabledistviridisLite

Vignette for the tailDep package

Rendered fromvignette.pdf.asisusingR.rsp::asison Nov 03 2024.

Last update: 2021-06-03
Started: 2016-03-26