satdad: Sensitivity Analysis Tools for Dependence and Asymptotic Dependence

Tools for analyzing tail dependence in any sample or in particular theoretical models. The package uses only theoretical and non parametric methods, without inference. The primary goals of the package are to provide: (a)symmetric multivariate extreme value models in any dimension; theoretical and empirical indices to order tail dependence; theoretical and empirical graphical methods to visualize tail dependence.

Version: 1.1
Depends: igraph, maps, partitions, graphicalExtremes, R (≥ 3.5.0)
Imports: Rcpp (≥ 0.12.10)
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: knitr, rmarkdown
Published: 2023-03-29
Author: Cécile Mercadier [aut, cre]
Maintainer: Cécile Mercadier <mercadier at math.univ-lyon1.fr>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: satdad results

Documentation:

Reference manual: satdad.pdf
Vignettes: The satdad R package

Downloads:

Package source: satdad_1.1.tar.gz
Windows binaries: r-devel: satdad_1.1.zip, r-release: satdad_1.1.zip, r-oldrel: satdad_1.1.zip
macOS binaries: r-release (arm64): satdad_1.1.tgz, r-oldrel (arm64): satdad_1.1.tgz, r-release (x86_64): satdad_1.1.tgz
Old sources: satdad archive

Linking:

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