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RTDE

Robust Tail Dependence Estimation

v0.2-2 · Oct 16, 2024 · GPL (>= 2)

Description

Robust tail dependence estimation for bivariate models. This package is based on two papers by the authors:'Robust and bias-corrected estimation of the coefficient of tail dependence' and 'Robust and bias-corrected estimation of probabilities of extreme failure sets'. This work was supported by a research grant (VKR023480) from VILLUM FONDEN and an international project for scientific cooperation (PICS-6416).

Downloads

CRAN

304

Last 30 days

15232nd

746

Last 90 days

2.6K

Last year

Trend: +51.2% (30d vs prior 30d)

r2u CRAN

0

Last 30 days

25

Last 90 days

102

Last year

Trend: -100% (30d vs prior 30d)

autoCRAN

6

Last 7 days

13

Last 30 days

1

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

3,506

Files

38

Compiled share

0%

Has compiled src

No

Language breakdown

R 1,847 (52.7%)Tests 549 (15.7%)Docs 1,110 (31.7%)

API

Exported functions

32

Internal functions

27

Recent export changes

v0.1-0+32 dEPD, pEPD, qEPD +29 more

Testing & CI

Has tests

Yes

Test-to-code ratio

0.30

testthat edition

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

0%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

No

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

0%

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

3.0.0

System requirements

C++ standard

License

GPL (>= 2)

License flags

SPDX valid, OSI approved

History

Versions

4

First release

2014-07-31

Latest release

2024-10-16

Avg cadence

1633 days

Cold removal rate

Dep drift

1

LOC over versions

v0.1-0: 3,485 LOCv0.2-0: 3,506 LOCv0.2-1: 3,506 LOCv0.2-2: 3,506 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Version History

5 tracked
new 0.2-2 Mar 10, 2026
updated 0.2-2 ← 0.2-1 diff Oct 15, 2024
updated 0.2-1 ← 0.2-0 diff Jan 7, 2020
updated 0.2-0 ← 0.1-0 diff Jul 19, 2015
new 0.1-0 Jul 16, 2014