spatialTailDep: Estimation of spatial tail dependence models
Version 1.0.2

Provides functions implementing the pairwise M-estimator for parametric models for stable tail dependence functions described in "An M-estimator of spatial tail dependence" (Einmahl, J.H.J., Kiriliouk, A., Krajina, A. and Segers, J., 2014). See http://arxiv.org/abs/1403.1975.

Getting started

Package details

AuthorAnna Kiriliouk, Johan Segers
Date of publication2014-11-18 16:23:30
MaintainerAnna Kiriliouk <anna.kiriliouk@uclouvain.be>
LicenseGPL-3
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("spatialTailDep")

Try the spatialTailDep package in your browser

Any scripts or data that you put into this service are public.

spatialTailDep documentation built on May 29, 2017, 5:53 p.m.