spatialTailDep: Estimation of spatial tail dependence models

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.

AuthorAnna Kiriliouk, Johan Segers
Date of publication2014-11-18 16:23:30
MaintainerAnna Kiriliouk <anna.kiriliouk@uclouvain.be>
LicenseGPL-3
Version1.0.2

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Files

spatialTailDep
spatialTailDep/src
spatialTailDep/src/ell.c
spatialTailDep/NAMESPACE
spatialTailDep/NEWS
spatialTailDep/data
spatialTailDep/data/KNMIdata.rda
spatialTailDep/R
spatialTailDep/R/tailIntEmp.r
spatialTailDep/R/gridUtilities.r
spatialTailDep/R/EstimationSmith.r
spatialTailDep/R/Estimation.R
spatialTailDep/R/spatialTailDep-package.r
spatialTailDep/R/EstimationBR.r
spatialTailDep/MD5
spatialTailDep/DESCRIPTION
spatialTailDep/man
spatialTailDep/man/spatialTailDep.Rd spatialTailDep/man/AsymVar.Rd spatialTailDep/man/selectPairIndices.Rd spatialTailDep/man/tailInt.Rd spatialTailDep/man/Mestimator.Rd spatialTailDep/man/tailIntEmp.Rd spatialTailDep/man/KNMIdata.Rd spatialTailDep/man/pairCoordinates.Rd

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