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).
Version: | 0.2-1 |
Depends: | R (≥ 3.0.0), parallel, methods |
Suggests: | tseries |
Published: | 2020-01-08 |
DOI: | 10.32614/CRAN.package.RTDE |
Author: | Christophe Dutang [aut, cre], Armelle Guillou [ctb], Yuri Goegebeur [ctb] |
Maintainer: | Christophe Dutang <christophe.dutang at ensimag.fr> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
Citation: | RTDE citation info |
Materials: | NEWS |
In views: | Distributions, ExtremeValue |
CRAN checks: | RTDE results |
Reference manual: | RTDE.pdf |
Package source: | RTDE_0.2-1.tar.gz |
Windows binaries: | r-devel: RTDE_0.2-1.zip, r-release: RTDE_0.2-1.zip, r-oldrel: RTDE_0.2-1.zip |
macOS binaries: | r-release (arm64): RTDE_0.2-1.tgz, r-oldrel (arm64): RTDE_0.2-1.tgz, r-release (x86_64): RTDE_0.2-1.tgz, r-oldrel (x86_64): RTDE_0.2-1.tgz |
Old sources: | RTDE archive |
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