RTDE: Robust Tail Dependence Estimation

Robust tail dependence estimation for bivariate models. This package is based on two papers by the authors:'Robust and bias-corrected estimation of the coefficient of tail dependence' and 'Robust and bias-corrected estimation of extreme failure sets'. This work was supported by a research grant (VKR023480) from VILLUM FONDEN and an international project for scientific cooperation (PICS-6416).

Version: 0.1-0
Depends: R (≥ 3.0.0), parallel
Suggests: tseries
Published: 2014-07-17
Author: Christophe Dutang [aut, cre], Armelle Guillou [ctb], Yuri Goegebeur [ctb]
Maintainer: Christophe Dutang <christophe.dutang at ensimag.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org/files/Paris2014/
NeedsCompilation: no
Citation: RTDE citation info
Materials: NEWS
In views: Distributions
CRAN checks: RTDE results


Reference manual: RTDE.pdf
Package source: RTDE_0.1-0.tar.gz
Windows binaries: r-devel: RTDE_0.1-0.zip, r-release: RTDE_0.1-0.zip, r-oldrel: RTDE_0.1-0.zip
OS X Snow Leopard binaries: r-release: RTDE_0.1-0.tgz, r-oldrel: RTDE_0.1-0.tgz
OS X Mavericks binaries: r-release: RTDE_0.1-0.tgz