tailDepFun: Minimum Distance Estimation of Tail Dependence Models

Provides functions implementing minimal distance estimation methods for parametric tail dependence models.

Version: 1.0.0
Depends: R (≥ 3.2.3)
Imports: cubature, mvtnorm, SpatialExtremes, copula, stats, utils
Suggests: R.rsp
Published: 2016-03-26
Author: Anna Kiriliouk
Maintainer: Anna Kiriliouk <anna.kiriliouk at uclouvain.be>
License: GPL-3
NeedsCompilation: yes
CRAN checks: tailDepFun results


Reference manual: tailDepFun.pdf
Vignettes: Vignette for the tailDep package
Package source: tailDepFun_1.0.0.tar.gz
Windows binaries: r-devel: tailDepFun_1.0.0.zip, r-release: tailDepFun_1.0.0.zip, r-oldrel: tailDepFun_1.0.0.zip
OS X El Capitan binaries: r-release: tailDepFun_1.0.0.tgz
OS X Mavericks binaries: r-oldrel: tailDepFun_1.0.0.tgz


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