Other packages > Find by keyword >

tailDepFun  

Minimum Distance Estimation of Tail Dependence Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tailDepFun", "1.0.1")



Attach the package and use:
library("tailDepFun")
Maintained by
Anna Kiriliouk
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-03-26
Latest Update: 2021-06-03
Description:
Provides functions implementing minimal distance estimation methods for parametric tail dependence models, as proposed in Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016) <doi:10.1111/rssb.12114> and Einmahl, J.H.J., Kiriliouk, A., and Segers, J. (2018) <doi:10.1007/s10687-017-0303-7>.
How to cite:
Anna Kiriliouk (2016). tailDepFun: Minimum Distance Estimation of Tail Dependence Models. R package version 1.0.1, https://cran.r-project.org/web/packages/tailDepFun. Accessed 15 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:11), 1.0.0 (2016-03-26 17:09)
Other packages that cited tailDepFun R package
View tailDepFun citation profile
Other R packages that tailDepFun depends, imports, suggests or enhances
Complete documentation for tailDepFun
Functions, R codes and Examples using the tailDepFun R package
Some associated functions: AsymVarBR . AsymVarGumbel . AsymVarMaxLinear . EstimationBR . EstimationGumbel . EstimationMaxLinear . dataEUROSTOXX . dataKNMI . selectGrid . stdfEmp . stdfEmpCorr . stdfEmpInt . tailDepFun . 
Some associated R codes: EstimationBR.R . EstimationGumbel.R . EstimationML.R . Other.R . empbetacop.R . helpFunctions.R .  Full tailDepFun package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
PermAlgo  
Permutational Algorithm to Simulate Survival Data
This version of the permutational algorithm generates a dataset in which event and censoring times ...
Download / Learn more Package Citations See dependency  
SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  
pulseTD  
Identification of Transcriptional Dynamics using Pulse Models via 4su-Seq Data and RNA-Seq Data
A tool for analyzing the transcription, processing and degradation rates of genes by 4sU-seq (the Me ...
Download / Learn more Package Citations See dependency  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

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