Package: tailDepFun
Type: Package
Title: Minimum Distance Estimation of Tail Dependence Models
Description: 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
Date: 2021-05-27
Author: Anna Kiriliouk
Maintainer: Anna Kiriliouk <anna.kiriliouk@unamur.be>
Depends: R (>= 3.2.3)
Imports: cubature, mvtnorm, SpatialExtremes, copula, stats, utils
Suggests: R.rsp
VignetteBuilder: R.rsp
License: GPL-3
LazyData: true
Collate: 'Other.R' 'helpFunctions.R' 'EstimationBR.R'
        'EstimationGumbel.R' 'EstimationML.R' 'empbetacop.R'
RoxygenNote: 7.1.1
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2026-06-17 07:50:14 UTC; 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