spatialTailDep: Estimation of spatial tail dependence models

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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.

Author
Anna Kiriliouk, Johan Segers
Date of publication
2014-11-18 16:23:30
Maintainer
Anna Kiriliouk <anna.kiriliouk@uclouvain.be>
License
GPL-3
Version
1.0.2

View on CRAN

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'

Files in this package

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