Package: satdad 1.1

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.

Authors:Cécile Mercadier [aut, cre]

satdad_1.1.tar.gz
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satdad.pdf |satdad.html
satdad/json (API)

# Install 'satdad' in R:
install.packages('satdad', repos = c('https://cecilemercadier.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • France - Dataset. Yearly Maxima of Temperature and coordinates of 21 French cities 1946-2000.
  • Stock - Dataset. Yearly maxima of Log Returns of ten stock indices 1990-2015.

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

2.00 score 2 scripts 151 downloads 22 exports 41 dependencies

Last updated 2 years agofrom:fd80dca17b. Checks:1 OK, 11 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 31 2025
R-4.5-win-x86_64NOTEMar 31 2025
R-4.5-mac-x86_64NOTEMar 31 2025
R-4.5-mac-aarch64NOTEMar 31 2025
R-4.5-linux-x86_64NOTEMar 31 2025
R-4.4-win-x86_64NOTEMar 31 2025
R-4.4-mac-x86_64NOTEMar 31 2025
R-4.4-mac-aarch64NOTEMar 31 2025
R-4.4-linux-x86_64NOTEMar 31 2025
R-4.3-win-x86_64NOTEMar 31 2025
R-4.3-mac-x86_64NOTEMar 31 2025
R-4.3-mac-aarch64NOTEMar 31 2025

Exports:copArchimaxMevlogdMevlogececEmpellArchimaxMevlogellEmpellMevloggen.dsgraphsgraphsEmpgraphsMapEmpplotClevplotClevEmppMevlogpsiArchimaxMevlogpsiinvArchimaxMevlogrArchimaxMevlogrMevlogticticEmptsictsicEmp

Dependencies:BHbitbit64clicodetoolscorpcorcpp11CVXRECOSolveRforeachglassoFastglmnetgluegmpgraphicalExtremesigraphiteratorslatticelifecyclemagrittrmapsmathjaxrMatrixmvtnormosqppartitionspkgconfigpolynomR6rbibutilsRcppRcppArmadilloRcppEigenRdpackrlangRmpfrscssetsshapesurvivalvctrs

The satdad R package: Version 1.1.0 Vignette

Rendered fromsatdad.Rmdusingknitr::rmarkdownon Mar 31 2025.

Last update: 2023-03-29
Started: 2023-03-03