RTDE: Robust Tail Dependence Estimation

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).

Version:	0.2-2
Depends:	R (≥ 3.0.0), parallel, methods
Suggests:	tseries
Published:	2024-10-16
DOI:	10.32614/CRAN.package.RTDE
Author:	Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>), Armelle Guillou [ctb] (<https://orcid.org/0000-0001-7136-8687>), Yuri Goegebeur [ctb] (<https://orcid.org/0000-0002-9976-5040>)
Maintainer:	Christophe Dutang <dutangc at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Citation:	RTDE citation info
Materials:	README NEWS
In views:	Distributions, ExtremeValue
CRAN checks:	RTDE results

Documentation:

Reference manual:

RTDE.pdf

Downloads:

Package source:	RTDE_0.2-2.tar.gz
Windows binaries:	r-devel: RTDE_0.2-2.zip, r-release: RTDE_0.2-2.zip, r-oldrel: RTDE_0.2-2.zip
macOS binaries:	r-release (arm64): RTDE_0.2-2.tgz, r-oldrel (arm64): RTDE_0.2-2.tgz, r-release (x86_64): RTDE_0.2-2.tgz, r-oldrel (x86_64): RTDE_0.2-2.tgz
Old sources:	RTDE archive

Linking:

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