RTDE
Robust Tail Dependence Estimation
Robust tail dependence estimation for bivariate models. This package is based on two papers by the authors:'Robust and bias-corrected estimation of the coefficient of tail dependence' and 'Robust and bias-corrected estimation of probabilities of extreme failure sets'. This work was supported by a research grant (VKR023480) from VILLUM FONDEN and an international project for scientific cooperation (PICS-6416).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2-2 |
rolling linux/jammy R-4.5 | RTDE_0.2-2.tar.gz |
138.5 KiB |
0.2-2 |
rolling linux/noble R-4.5 | RTDE_0.2-2.tar.gz |
138.2 KiB |
0.2-2 |
rolling source/ R- | RTDE_0.2-2.tar.gz |
23.6 KiB |
0.2-2 |
latest linux/jammy R-4.5 | RTDE_0.2-2.tar.gz |
138.5 KiB |
0.2-2 |
latest linux/noble R-4.5 | RTDE_0.2-2.tar.gz |
138.2 KiB |
0.2-2 |
latest source/ R- | RTDE_0.2-2.tar.gz |
23.6 KiB |
0.2-2 |
2026-04-26 source/ R- | RTDE_0.2-2.tar.gz |
23.6 KiB |
0.2-2 |
2026-04-23 source/ R- | RTDE_0.2-2.tar.gz |
23.6 KiB |
0.2-2 |
2026-04-09 windows/windows R-4.5 | RTDE_0.2-2.zip |
140.7 KiB |
0.2-2 |
2025-04-20 source/ R- | RTDE_0.2-2.tar.gz |
23.6 KiB |