Reference manual

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install.packages("ExtremalDep")

0.0.4-2 by Simone Padoan, a month ago


https://faculty.unibocconi.it/simonepadoan/


Report a bug at https://github.com/borisberanger/ExtremalDep/issues


Browse source code at https://github.com/cran/ExtremalDep


Authors: Boris Beranger [aut] , Simone Padoan [cre, aut] , Giulia Marcon [aut] , Steven G. Johnson [ctb] (Author of included cubature fragments) , Rudolf Schuerer [ctb] (Author of included cubature fragments) , Brian Gough [ctb] (Author of included cubature fragments) , Alec G. Stephenson [ctb] , Anne Sabourin [ctb] (Author of included BMAmevt fragments)


Documentation:   PDF Manual  


GPL (>= 2) license


Imports numDeriv, evd, sn, quadprog, copula, nloptr, gtools, mvtnorm, fda, parallel, doParallel, foreach

Suggests fields, extraDistr


See at CRAN