ExtremalDep: Extremal Dependence Models
Version 0.0.2

A set of procedures for modeling parametrically and non-parametrically the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and and Bayesian techniques.

Getting started

Package details

AuthorSimone Padoan[aut, cre] <simone.padoan@unibocconi.it>,Boris Beranger[aut] <borisberanger@gmail.com>, Giulia Marcon[aut] <giulia.marcon@phd.unibocconi.it>
Date of publication2016-11-11 10:27:53
MaintainerSimone Padoan <simone.padoan@unibocconi.it>
LicenseGPL (>= 2)
URL faculty.unibocconi.it/simonepadoan
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("ExtremalDep", repos="http://R-Forge.R-project.org")

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ExtremalDep documentation built on May 31, 2017, 5:01 a.m.