spatialTailDep: Estimation of spatial tail dependence models

Provides functions implementing the pairwise M-estimator for parametric models for stable tail dependence functions described in "An M-estimator of spatial tail dependence" (Einmahl, J.H.J., Kiriliouk, A., Krajina, A. and Segers, J., 2014). See

Version: 1.0.2
Depends: R (≥ 3.0.1), cubature, mvtnorm, SpatialExtremes
Published: 2014-11-18
Author: Anna Kiriliouk, Johan Segers
Maintainer: Anna Kiriliouk <anna.kiriliouk at>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: spatialTailDep results


Reference manual: spatialTailDep.pdf
Package source: spatialTailDep_1.0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: spatialTailDep_1.0.2.tgz, r-oldrel: spatialTailDep_1.0.2.tgz
Old sources: spatialTailDep archive


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