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>.

Version: 1.0.1
Depends: R (≥ 3.2.3)
Imports: cubature, mvtnorm, SpatialExtremes, copula, stats, utils
Suggests: R.rsp
Published: 2021-06-03
Author: Anna Kiriliouk
Maintainer: Anna Kiriliouk <anna.kiriliouk at unamur.be>
License: GPL-3
NeedsCompilation: yes
CRAN checks: tailDepFun results

Downloads:

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-devel-UCRT: 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-release (x86_64): tailDepFun_1.0.1.tgz, r-oldrel: tailDepFun_1.0.1.tgz
Old sources: tailDepFun archive

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