Reference manual

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install.packages("ExtremalDep")

0.0.3-5 by Simone Padoan, 3 months ago


https://mypage.unibocconi.it/simonepadoan/


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)


Documentation:   PDF Manual  


GPL (>= 2) license


Imports numDeriv, evd, sn, quadprog, copula, nloptr, gtools, mvtnorm, fda


See at CRAN