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0.0.4 by Simone Padoan, 4 years ago

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mypage.unibocconi.it/simonepadoan/

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

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Authors: Simone Padoan [cre, aut] , Gilles Stupfler [aut] , Bocconi Institute for Data Science and Analytics [fnd] , French National Research [fnd] (grant ANR-19-CE40-0013-01/ExtremReg)

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Documentation:   PDF Manual  

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GPL (>= 2) license

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Imports evd, copula, mvtnorm, plot3D, tmvtnorm, pracma

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See at CRAN