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 probabilities 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:	0.2-1
Depends:	R (≥ 3.0.0), parallel, methods
Suggests:	tseries
Published:	2020-01-08
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)]
NeedsCompilation:	no
Citation:	RTDE citation info
Materials:	NEWS
In views:	Distributions, ExtremeValue
CRAN checks:	RTDE results

Documentation:

Reference manual:

RTDE.pdf

Downloads:

Package source:	RTDE_0.2-1.tar.gz
Windows binaries:	r-devel: RTDE_0.2-1.zip, r-release: RTDE_0.2-1.zip, r-oldrel: RTDE_0.2-1.zip
macOS binaries:	r-release (arm64): RTDE_0.2-1.tgz, r-oldrel (arm64): RTDE_0.2-1.tgz, r-release (x86_64): RTDE_0.2-1.tgz, r-oldrel (x86_64): RTDE_0.2-1.tgz
Old sources:	RTDE archive

Linking:

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