spatialTailDep: Estimation of spatial tail dependence models

Provides functions implementing the pairwise M-estimator for parametric models for stable tail dependence functions described in "An M-estimator of spatial tail dependence" (Einmahl, J.H.J., Kiriliouk, A., Krajina, A. and Segers, J., 2014). See

Version: 1.0
Depends: R (≥ 3.0.1), cubature, mvtnorm, SpatialExtremes
Published: 2014-04-02
Author: Anna Kiriliouk, Johan Segers
Maintainer: Anna Kiriliouk <anna.kiriliouk at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: spatialTailDep results


Reference manual: spatialTailDep.pdf
Package source: spatialTailDep_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: spatialTailDep_1.0.tgz, r-oldrel: spatialTailDep_1.0.tgz
OS X Mavericks binaries: r-release: spatialTailDep_1.0.tgz