tailDepFun
Minimum Distance Estimation of Tail Dependence Models
Provides functions implementing minimal distance estimation methods for parametric tail dependence models, as proposed in Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016) <doi:10.1111/rssb.12114> and Einmahl, J.H.J., Kiriliouk, A., and Segers, J. (2018) <doi:10.1007/s10687-017-0303-7>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | tailDepFun_1.0.1.tar.gz |
449.8 KiB |
1.0.1 |
rolling linux/noble R-4.5 | tailDepFun_1.0.1.tar.gz |
449.8 KiB |
1.0.1 |
rolling source/ R- | tailDepFun_1.0.1.tar.gz |
281.4 KiB |
1.0.1 |
latest linux/jammy R-4.5 | tailDepFun_1.0.1.tar.gz |
449.8 KiB |
1.0.1 |
latest linux/noble R-4.5 | tailDepFun_1.0.1.tar.gz |
449.8 KiB |
1.0.1 |
latest source/ R- | tailDepFun_1.0.1.tar.gz |
281.4 KiB |
1.0.1 |
2026-04-26 source/ R- | tailDepFun_1.0.1.tar.gz |
281.4 KiB |
1.0.1 |
2026-04-23 source/ R- | tailDepFun_1.0.1.tar.gz |
281.4 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | tailDepFun_1.0.1.zip |
459.7 KiB |
1.0.1 |
2025-04-20 source/ R- | tailDepFun_1.0.1.tar.gz |
281.4 KiB |