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satdad  

Sensitivity Analysis Tools for Dependence and Asymptotic Dependence
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("satdad", "1.1")



Attach the package and use:
library("satdad")
Maintained by
Cécile Mercadier
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-03-03
Latest Update: 2023-03-29
Description:
Tools for analyzing tail dependence in any sample or in particular theoretical models. The package uses only theoretical and non parametric methods, without inference. The primary goals of the package are to provide: (a)symmetric multivariate extreme value models in any dimension; theoretical and empirical indices to order tail dependence; theoretical and empirical graphical methods to visualize tail dependence.
How to cite:
Cécile Mercadier (2023). satdad: Sensitivity Analysis Tools for Dependence and Asymptotic Dependence. R package version 1.1, https://cran.r-project.org/web/packages/satdad. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2023-03-03 19:00)
Other packages that cited satdad R package
View satdad citation profile
Other R packages that satdad depends, imports, suggests or enhances
Complete documentation for satdad
Functions, R codes and Examples using the satdad R package
Some associated functions: France . Stock . copArchimaxMevlog . ec . ecEmp . ellEmp . gen.ds . graphs . graphsEmp . graphsMapEmp . plotClev . plotClevEmp . rArchimaxMevlog . rMevlog . tic . ticEmp . tsic . tsicEmp . 
Some associated R codes: RcppExports.R . satdad_Rfunctions.R .  Full satdad package functions and examples
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