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]>
LicenseGPL-3
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tailDepFun")

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