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tailDepFun

Minimum Distance Estimation of Tail Dependence Models

v1.0.1 · Jun 3, 2021 · GPL-3

Description

Provides functions implementing minimal distance estimation methods for parametric tail dependence models, as proposed in Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016) <doi:10.1111/rssb.12114> and Einmahl, J.H.J., Kiriliouk, A., and Segers, J. (2018) <doi:10.1007/s10687-017-0303-7>.

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Anna Kiriliouk <anna.kiriliouk@unamur.be>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Anna",
                    family = "Kiriliouk",
                    role = c("aut", "cre"),
                    email = "anna.kiriliouk@unamur.be")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Anna Kiriliouk <anna.kiriliouk@unamur.be>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Anna",
                    family = "Kiriliouk",
                    role = c("aut", "cre"),
                    email = "anna.kiriliouk@unamur.be")
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Anna Kiriliouk <anna.kiriliouk@unamur.be>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Anna",
                    family = "Kiriliouk",
                    role = c("aut", "cre"),
                    email = "anna.kiriliouk@unamur.be")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Anna Kiriliouk <anna.kiriliouk@unamur.be>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Anna",
                    family = "Kiriliouk",
                    role = c("aut", "cre"),
                    email = "anna.kiriliouk@unamur.be")
as necessary.

Dependency Network

Dependencies Reverse dependencies cubature mvtnorm SpatialExtremes copula tailDepFun

Version History

new 1.0.1 Mar 10, 2026
updated 1.0.1 ← 1.0.0 diff Jun 2, 2021
new 1.0.0 Mar 25, 2016