tailInt
Integral of the bivariate parametric stable tail dependence function over the unit square, for the Smith model or the BrownResnick process.
1  tailInt(loc, model, theta)

loc 
A 2 x 2 matrix, where a row represents a location. 
model 
Choose between "smith" and "BR". 
theta 
Parameter vector. For the Smith model, 
This is an analytic implementation of the integral of the stable tail dependence function, which is much faster than numerical integration. For the definitions of the parametric stable tail dependence functions, see Einmahl et al. (2014).
The parameter vector theta
must be a positive semidefinite matrix if model = "smith"
and a vector of length four if model = "BR"
, where 0 < α < 1, ρ > 0,
0 < β ≤ π/2 and c > 0.
A scalar.
Einmahl, J.H.J., Kiriliouk, A., Krajina, A. and Segers, J. (2014), "An Mestimator of spatial tail dependence". See http://arxiv.org/abs/1403.1975.
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