CRAN
tailDepFun 1.0.0
Minimum Distance Estimation of Tail Dependence Models
Released Mar 26, 2016 by Anna Kiriliouk
This package cannot yet be used with Renjin it depends on other packages which are not available: copula 0.999-18
Dependencies
copula 0.999-18 mvtnorm 1.0-8 cubature 1.4 SpatialExtremes 2.0-7
Provides functions implementing minimal distance estimation methods for parametric tail dependence models.