Other packages > Find by keyword >

gremes  

Estimation of Tail Dependence in Graphical Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("gremes", "0.1.1")



Attach the package and use:
library("gremes")
Maintained by
Stefka Asenova
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-12-20
Latest Update: 2023-04-10
Description:
Provides tools for estimation of edge weights on graphical models with respect to trees and block graphs and parameterized by a particular family of max-stable copulas. The edge weights are parameters of tail dependence between adjacent variables and these edge weights determine the joint tail dependence between all variables in the context of a particular parametric model. For methods of moment estimator, composite likelihood estimator please see Asenova et al. (2021) . For estimation based on extremal coefficients see Asenova et al. (2021) as well as Einmahl et al. (2016) . For cliquewise estimation please see Engelke and Hitz (2020) .
How to cite:
Stefka Asenova (2021). gremes: Estimation of Tail Dependence in Graphical Models. R package version 0.1.1, https://cran.r-project.org/web/packages/gremes. Accessed 07 Nov. 2024.
Previous versions and publish date:
0.1.0 (2021-12-20 17:00), 0.1.1 (2023-02-12 15:22)
Other packages that cited gremes R package
View gremes citation profile
Other R packages that gremes depends, imports, suggests or enhances
Functions, R codes and Examples using the gremes R package
Full gremes package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

robregcc  
Robust Regression with Compositional Covariates
We implement the algorithm estimating the parameters of the robust regression model with composition ...
Download / Learn more Package Citations See dependency  
con2aqi  
Calculate the AQI from Pollutant Concentration
To calculate the AQI (Air Quality Index) from pollutant concentration data. O3, PM2.5, PM10, CO, SO ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
bacondecomp  
Goodman-Bacon Decomposition
Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA