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'))
Datasets:

On CRAN:

Conda:

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 141 downloads 10 exports 19 dependencies

Last updated 4 years agofrom:d9625211ef. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 02 2025
R-4.5-win-x86_64OKApr 02 2025
R-4.5-mac-x86_64OKApr 02 2025
R-4.5-mac-aarch64OKApr 02 2025
R-4.5-linux-x86_64OKApr 02 2025
R-4.4-win-x86_64OKApr 02 2025
R-4.4-mac-x86_64OKApr 02 2025
R-4.4-mac-aarch64OKApr 02 2025
R-4.4-linux-x86_64OKApr 02 2025
R-4.3-win-x86_64OKApr 02 2025
R-4.3-mac-x86_64OKApr 02 2025
R-4.3-mac-aarch64OKApr 02 2025

Exports:AsymVarBRAsymVarGumbelAsymVarMaxLinearEstimationBREstimationGumbelEstimationMaxLinearselectGridstdfEmpstdfEmpCorrstdfEmpInt

Dependencies:ADGofTestcolorspacecopulacubaturedotCall64fieldsgsllatticemapsMatrixmvtnormnumDerivpcaPPpsplineRcppspamSpatialExtremesstabledistviridisLite

Vignette for the tailDep package

Rendered fromvignette.pdf.asisusingR.rsp::asison Apr 02 2025.

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