Package: RTDE
Type: Package
Title: Robust Tail Dependence Estimation
Version: 0.2-2
Authors@R: c(person("Christophe", "Dutang", role = c("aut", "cre"), 
                email = "dutangc@gmail.com", 
                comment = c(ORCID = "0000-0001-6732-1501")),
            person("Armelle", "Guillou", role = "ctb", 
                comment = c(ORCID = "0000-0001-7136-8687")),  
            person("Yuri", "Goegebeur", role = "ctb", 
                comment = c(ORCID = "0000-0002-9976-5040"))
                )
Description: Robust tail dependence estimation for bivariate models. This package is based on two papers by the authors:'Robust and bias-corrected estimation of the coefficient of tail dependence' and 'Robust and bias-corrected estimation of probabilities of extreme failure sets'. This work was supported by a research grant (VKR023480) from VILLUM FONDEN and an international project for scientific cooperation (PICS-6416).
Depends: R (>= 3.0.0), parallel, methods
Suggests: tseries
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2024-10-16 13:42:03 UTC; dutang
Author: Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>),
  Armelle Guillou [ctb] (<https://orcid.org/0000-0001-7136-8687>),
  Yuri Goegebeur [ctb] (<https://orcid.org/0000-0002-9976-5040>)
Maintainer: Christophe Dutang <dutangc@gmail.com>
Repository: CRAN
Date/Publication: 2024-10-16 14:30:05 UTC
Built: R 4.6.0; ; 2026-04-25 22:04:43 UTC; unix
