tailDepFun

1.0.1

Minimum Distance Estimation of Tail Dependence Models

0packages depend

2.7Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Anna KirilioukFirst published 2016-03-262 releasesCRAN page ↗

Provides functions implementing minimal distance estimation methods for parametric tail dependence models, as proposed in Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016) doi:10.1111/rssb.12114 and Einmahl, J.H.J., Kiriliouk, A., and Segers, J. (2018) doi:10.1007/s10687-017-0303-7.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tailDepFun", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-taildepfun

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tailDepFun

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tailDepFun

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 3.1 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 95%
Return-value docs: 100%
References docs: 92%

Downloads

2.7K

CRAN downloads in the past year

Rank #12,196 · ~7/day · ~228/mo

Releases R versions

Daily download trend is not available in this view yet.

27230 days

87590 days

2.7K1 year

Compare downloads with other packages →

Also on418 r2u31 autocran21 c2d4u

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.2.3

Imports (6)

cubature mvtnorm SpatialExtremes copulastatsutils

LinkingTo (0)

none

Suggests (1)

R.rsp

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (1)

Anna Kiriliouk

no longer listed · 1.0.0 to 1.0.1

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.0.1Latest
2021-06-03 · current release · diff ↗
unarchivedReturned to CRAN
2021-06-03
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
archivedRemoved from CRAN
2020-01-02
maintainer's email address bounced
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
1.0.0
2016-03-26
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2016-03-26
Total releases: 2 / 10 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.2.3
Bundled data: 69 KB / 2 files
Download size: 280 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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