spatialTailDep (version 1.0.1)
Estimation of spatial tail dependence models
Description
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.