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 http://arxiv.org/abs/1403.1975.

Version: 1.0.2
Depends: R (≥ 3.0.1), cubature, mvtnorm, SpatialExtremes
Published: 2014-11-18
Author: Anna Kiriliouk, Johan Segers
Maintainer: Anna Kiriliouk <anna.kiriliouk at uclouvain.be>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: spatialTailDep results

Downloads:

Reference manual: spatialTailDep.pdf
Package source: spatialTailDep_1.0.2.tar.gz
Windows binaries: r-devel: spatialTailDep_1.0.2.zip, r-release: spatialTailDep_1.0.2.zip, r-oldrel: spatialTailDep_1.0.2.zip
OS X Snow Leopard binaries: r-release: spatialTailDep_1.0.2.tgz, r-oldrel: spatialTailDep_1.0.2.tgz
OS X Mavericks binaries: r-release: spatialTailDep_1.0.2.tgz
Old sources: spatialTailDep archive