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 http://arxiv.org/abs/1403.1975.
| 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 uclouvain.be> |
| 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: spatialTailDep_1.0.2.zip, r-release: spatialTailDep_1.0.2.zip, r-oldrel: spatialTailDep_1.0.2.zip |
| 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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