tailDepFun: Minimum Distance Estimation of Tail Dependence Models

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

AuthorAnna Kiriliouk
Date of publication2016-03-26 17:09:04
MaintainerAnna Kiriliouk <anna.kiriliouk@uclouvain.be>
LicenseGPL-3
Version1.0.0

View on CRAN

Files

tailDepFun
tailDepFun/inst
tailDepFun/inst/doc
tailDepFun/inst/doc/vignette.pdf
tailDepFun/inst/doc/vignette.pdf.asis
tailDepFun/src
tailDepFun/src/ell.c
tailDepFun/NAMESPACE
tailDepFun/data
tailDepFun/data/dataEUROSTOXX.rda
tailDepFun/data/dataKNMI.rda
tailDepFun/R
tailDepFun/R/EstimationGumbel.R tailDepFun/R/helpFunctions.R tailDepFun/R/Other.R tailDepFun/R/EstimationBR.R tailDepFun/R/EstimationML.R
tailDepFun/vignettes
tailDepFun/vignettes/vignette.pdf.asis
tailDepFun/MD5
tailDepFun/build
tailDepFun/build/vignette.rds
tailDepFun/DESCRIPTION
tailDepFun/man
tailDepFun/man/dataKNMI.Rd tailDepFun/man/stdfEmpCorr.Rd tailDepFun/man/dataEUROSTOXX.Rd tailDepFun/man/stdfEmp.Rd tailDepFun/man/stdfEmpInt.Rd tailDepFun/man/selectGrid.Rd tailDepFun/man/EstimationMaxLinear.Rd tailDepFun/man/AsymVarBR.Rd tailDepFun/man/tailDepFun.Rd tailDepFun/man/EstimationBR.Rd tailDepFun/man/AsymVarMaxLinear.Rd tailDepFun/man/AsymVarGumbel.Rd tailDepFun/man/EstimationGumbel.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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