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.

Browse man pages Browse package API and functions Browse package files

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("spatialTailDep")

Man pages

AsymVar: Function 'AsymVar'
KNMIdata: Wind speeds in the Netherlands.
Mestimator: Function 'Mestimator'
pairCoordinates: Function 'pairCoordinates'
selectPairIndices: Function 'selectPairIndices'
spatialTailDep: spatialTailDep
tailInt: Function 'tailInt'
tailIntEmp: Function 'tailIntEmp'

Functions

AsymVar Man page Source code
AsymVarBR Source code
AsymVarSm Source code
I1 Source code
I1Sm Source code
I1v2 Source code
I1v2Sm Source code
I1v3 Source code
I1v3Sm Source code
I1v4 Source code
I1v4Sm Source code
I2BR Source code
I2SmD2 Source code
I3 Source code
I3BR Source code
I3Sm Source code
I3SmD2 Source code
IBR Source code
ISmD2 Source code
KNMIdata Man page
Mestimator Man page Source code
MestimatorBR Source code
MestimatorSmith Source code
corrfunc Source code
ellBR Source code
ellBR4d Source code
ellBR4dv2 Source code
ellBR4dv3 Source code
ellBR4dv4 Source code
ellSm Source code
ellSm4d Source code
ellSm4dv2 Source code
ellSm4dv3 Source code
ellSm4dv4 Source code
gfunc Source code
intBRcase1 Source code
intBRcase2 Source code
intBRcase3 Source code
intBRcase4 Source code
intBRcase5 Source code
is.whole Source code
pairCoordinates Man page Source code
parsBRtoTau Source code
parsTauToBR Source code
psidotBR Source code
psidotSmD2 Source code
regularGrid Source code
selectPairIndices Man page Source code
sigmaintSmD2case1 Source code
sigmaintSmD2case2 Source code
sigmaintSmD2case3 Source code
sigmaintSmD2case4 Source code
sigmaintSmD2case5 Source code
spatialTailDep Man page
spatialTailDep-package Man page
tailBR Source code
tailBRInt Source code
tailFunc Source code
tailInt Man page Source code
tailIntEmp Man page Source code
tailSmith Source code
tailSmithInt Source code
tominimizeBR Source code
tominimizeSmith Source code

Files

src
src/ell.c
NAMESPACE
NEWS
data
data/KNMIdata.rda
R
R/tailIntEmp.r
R/gridUtilities.r
R/EstimationSmith.r
R/Estimation.R
R/spatialTailDep-package.r
R/EstimationBR.r
MD5
DESCRIPTION
man
man/spatialTailDep.Rd
man/AsymVar.Rd
man/selectPairIndices.Rd
man/tailInt.Rd
man/Mestimator.Rd
man/tailIntEmp.Rd
man/KNMIdata.Rd
man/pairCoordinates.Rd
spatialTailDep documentation built on May 19, 2017, 3:45 p.m.