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spatialTailDep (version 1.0.2)

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.

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Version

Install

install.packages('spatialTailDep')

Monthly Downloads

9

Version

1.0.2

License

GPL-3

Maintainer

Anna Kiriliouk

Last Published

November 18th, 2014

Functions in spatialTailDep (1.0.2)

pairCoordinates

Function pairCoordinates
KNMIdata

Wind speeds in the Netherlands.
selectPairIndices

Function selectPairIndices
Mestimator

Function Mestimator
AsymVar

Function AsymVar
tailIntEmp

Function tailIntEmp
spatialTailDep

spatialTailDep
tailInt

Function tailInt