R: Minimum Distance Estimation of Tail Dependence Models

# Minimum Distance Estimation of Tail Dependence Models

## Documentation for package ‘tailDepFun’ version 1.0.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

AsymVarBR | Asymptotic variance matrix for the Brown-Resnick process.
AsymVarGumbel | Asymptotic variance matrix for the Gumbel model.
AsymVarMaxLinear | Asymptotic variance matrix for the max-linear model.
dataEUROSTOXX | EUROSTOXX50 weekly negative log-returns.
dataKNMI | Wind speeds in the Netherlands.
EstimationBR | Estimation of the parameters of the Brown-Resnick process
EstimationGumbel | Estimation of the parameter of the Gumbel model
EstimationMaxLinear | Estimation of the parameters of the max-linear model
selectGrid | Selects a grid of indices.
stdfEmp | Empirical stable tail dependence function
stdfEmpCorr | Bias-corrected empirical stable tail dependence function
stdfEmpInt | Integrated empirical stable tail dependence function
tailDepFun | tailDepFun