R: Robust Tail Dependence Estimation

# Robust Tail Dependence Estimation

## Documentation for package ‘RTDE’ version 0.2-2

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

dataRTDE | Data object used for a Tail Dependence model
dEPD | The Extended Pareto Distribution
dFGM | The Eyraud Farlie Gumbel Morgenstern Distribution
dfrank | The Frank Distribution
dfrechet | The Frechet Distribution
dufrechet | The Frechet Distribution
dupareto | The unit Pareto Distribution
EPD | The Extended Pareto Distribution
FGM | The Eyraud Farlie Gumbel Morgenstern Distribution
fitRTDE | Fitting a Tail Dependence model with a Robust Estimator
Frank | The Frank Distribution
Frechet | The Frechet Distribution
MDPD | The Minimum Distance Power Divergence statistics
pEPD | The Extended Pareto Distribution
pFGM | The Eyraud Farlie Gumbel Morgenstern Distribution
pfrank | The Frank Distribution
pfrechet | The Frechet Distribution
plot.dataRTDE | Data object used for a Tail Dependence model
plot.fitRTDE | Fitting a Tail Dependence model with a Robust Estimator
plot.RTDE | Data object used for a Tail Dependence model
print.dataRTDE | Data object used for a Tail Dependence model
print.fitRTDE | Fitting a Tail Dependence model with a Robust Estimator
print.RTDE | Data object used for a Tail Dependence model
print.zvalueRTDE | The Z-value random variable
prob | Data object used for a Tail Dependence model
prob.default | Data object used for a Tail Dependence model
prob.RTDE | Data object used for a Tail Dependence model
pufrechet | The Frechet Distribution
pupareto | The unit Pareto Distribution
qEPD | The Extended Pareto Distribution
qFGM | The Eyraud Farlie Gumbel Morgenstern Distribution
qfrank | The Frank Distribution
qfrechet | The Frechet Distribution
qqparetoplot | The QQ Pareto plot
qufrechet | The Frechet Distribution
qupareto | The unit Pareto Distribution
relexcess | The Z-value random variable
relexcess.default | The Z-value random variable
relexcess.zvalueRTDE | The Z-value random variable
rEPD | The Extended Pareto Distribution
rFGM | The Eyraud Farlie Gumbel Morgenstern Distribution
rfrank | The Frank Distribution
rfrechet | The Frechet Distribution
RTDE | Data object used for a Tail Dependence model
rufrechet | The Frechet Distribution
rupareto | The unit Pareto Distribution
summary.dataRTDE | Data object used for a Tail Dependence model
summary.fitRTDE | Fitting a Tail Dependence model with a Robust Estimator
summary.RTDE | Data object used for a Tail Dependence model
summary.zvalueRTDE | The Z-value random variable
upareto | The unit Pareto Distribution
zvalueRTDE | The Z-value random variable