tailDepFun: Minimum Distance Estimation of Tail Dependence Models

Provides functions implementing minimal distance estimation methods for parametric tail dependence models.

Getting started

Package details

AuthorAnna Kiriliouk
MaintainerAnna Kiriliouk <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the tailDepFun package in your browser

Any scripts or data that you put into this service are public.

tailDepFun documentation built on May 1, 2019, 8:41 p.m.