satdad: Sensitivity Analysis Tools for Dependence and Asymptotic Dependence

Tools for analyzing tail dependence in any sample or in particular theoretical models. The package uses only theoretical and non parametric methods, without inference. The primary goals of the package are to provide: (a)symmetric multivariate extreme value models in any dimension; theoretical and empirical indices to order tail dependence; theoretical and empirical graphical methods to visualize tail dependence.

Package details

AuthorCécile Mercadier [aut, cre]
MaintainerCécile Mercadier <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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satdad documentation built on March 31, 2023, 11:34 p.m.