R/ExtremalDep.R

In ExtremalDep: Extremal Dependence Models

#######################################################
### Authors: Boris Beranger and Simone Padoan        ###
### Emails: borisberanger@gmail.com,        ###
### simone.padoan@unibocconi.it                     ###
### Institutions: Department of Decision Sciences,   ###
### University Bocconi of Milan, School of Mathematics and  ###
### Statistics, University of New South Wales ###
### File name: ExtremalDep.r                               ###
### Description:                                    ###
### This file provides the probability distribution functions ###
### of some family of skew-symmetric models     ###
### Last change: 27/11/2014                         ###
#######################################################