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RTDE  

Robust Tail Dependence Estimation
View on CRAN: Click here


Download and install RTDE package within the R console
Install from CRAN:
install.packages("RTDE")

Install from Github:
library("remotes")
install_github("cran/RTDE")

Install by package version:
library("remotes")
install_version("RTDE", "0.2-2")



Attach the package and use:
library("RTDE")
Maintained by
Christophe Dutang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-07-17
Latest Update: 2020-01-08
Description:
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).
How to cite:
Christophe Dutang (2014). RTDE: Robust Tail Dependence Estimation. R package version 0.2-2, https://cran.r-project.org/web/packages/RTDE. Accessed 21 Dec. 2024.
Previous versions and publish date:
0.1-0 (2014-07-17 18:41), 0.2-0 (2015-07-20 19:19), 0.2-1 (2020-01-08 11:20)
Other packages that cited RTDE R package
View RTDE citation profile
Other R packages that RTDE depends, imports, suggests or enhances
Complete documentation for RTDE
Functions, R codes and Examples using the RTDE R package
Some associated functions: EPD . FGM . Frank . Frechet . MDPD . RTDE . RTDEdata . RTDEfit . RTDEzvalue . qqpareto . unitpareto . 
Some associated R codes: MDPD.R . data-fit-probRTDE.R . dataRTDE.R . fitRTDE.R . probRTDE.R . util-Zvalue.R . util-aux.R . util-copula.R . util-graph.R . util-probdistr.R .  Full RTDE package functions and examples
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