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 |