Robust Tail Dependence Estimation

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Documentation for package ‘RTDE’ version 0.2-1

• DESCRIPTION file.
• Package NEWS.

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