[R] Nonparametric Estimation of Tail Dependence Coefficients

[Gildas Mazo]

Dear all,

in which package can I find an implementation of the nonparametric 
estimation of tail dependence coefficients:
lambda_L = lim_{u\to 0} P[F_1(X_1)<u|F_2(X_2)<u]
lambda_U = lim_{u\to 1} P[F_1(X_1)>u|F_2(X_2)>u],
where (X_1,X_2) has marginal distribution functions F_1 and F_2?

(The nonparametric estimators typically require to choose a tuning 
parameter, often called 'k', which can be automated by using a 'plateau 
finding' algorithm, which I would like to be implemented as well).

Thank you very much for your help,
Gildas