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.

install.packages("spatialTailDep")

Try the spatialTailDep package in your browser