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_1.1.tgz(r-4.4-x86_64)satdad_1.1.tgz(r-4.4-arm64)satdad_1.1.tgz(r-4.3-x86_64)satdad_1.1.tgz(r-4.3-arm64)
satdad_1.1.tar.gz(r-4.5-noble)satdad_1.1.tar.gz(r-4.4-noble)
satdad_1.1.tgz(r-4.4-emscripten)satdad_1.1.tgz(r-4.3-emscripten)
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'))

Peer review:

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:

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

22 exports 0.00 score 53 dependencies 2 scripts 141 downloads

Last updated 1 years agofrom:fd80dca17b. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 02 2024
R-4.5-win-x86_64NOTESep 02 2024
R-4.5-linux-x86_64NOTESep 02 2024
R-4.4-win-x86_64NOTESep 02 2024
R-4.4-mac-x86_64NOTESep 02 2024
R-4.4-mac-aarch64NOTESep 02 2024
R-4.3-win-x86_64NOTESep 02 2024
R-4.3-mac-x86_64NOTESep 02 2024
R-4.3-mac-aarch64NOTESep 02 2024

Exports:copArchimaxMevlogdMevlogececEmpellArchimaxMevlogellEmpellMevloggen.dsgraphsgraphsEmpgraphsMapEmpplotClevplotClevEmppMevlogpsiArchimaxMevlogpsiinvArchimaxMevlogrArchimaxMevlogrMevlogticticEmptsictsicEmp

Dependencies:BHbitbit64clarabelcliclustercodetoolscorpcorcpp11CVXRECOSolveRedmcrforeachglassoFastglmnetgluegmpgraphicalExtremesigraphiteratorslatticelbfgslifecyclemagrittrmapsMASSmathjaxrMatrixmgcvmvtnormnlmenloptrosqppartitionspermutepkgconfigpolynomR6rbibutilsRcppRcppArmadilloRcppEigenRdpackrlangRmpfrscssdpt3rsetsshapesurvivaltruncnormvctrsvegan

The satdad R package: Version 1.1.0 Vignette

Rendered fromsatdad.Rmdusingknitr::rmarkdownon Sep 02 2024.

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