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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]
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 29 Mar. 2025.
Previous versions and publish date:
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
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