• nacopula

  • Referenced in 49 articles [sw06778]
  • such as Kendall’s tau and tail dependence coefficients, efficient sampling algorithms, various estimators...
  • RTDE

  • Referenced in 8 articles [sw11830]
  • RTDE: Robust Tail Dependence Estimation. Robust tail dependence estimation for bivariate models. This package ... corrected estimation of the coefficient of tail dependence’ and ’Robust and bias-corrected estimation...
  • extRemes

  • Referenced in 11 articles [sw23856]
  • some functionality for assessing bivariate tail dependence...
  • HACopula

  • Referenced in 5 articles [sw32758]
  • corresponding Kendall’s tau and tail dependence coefficients. The toolbox is also compatible with Octave...
  • tailDepFun

  • Referenced in 2 articles [sw25407]
  • package tailDepFun: Minimum Distance Estimation of Tail Dependence Models. Provides functions implementing minimal distance estimation ... methods for parametric tail dependence models...
  • CensMixReg

  • Referenced in 9 articles [sw21090]
  • great flexibility, accommodating multimodality, heavy tails and also skewness depending on the structure...
  • Epigram

  • Referenced in 22 articles [sw09687]
  • Epigram: Practical programming with dependent types. Find the type error in the following Haskell expression ... null xs then tail xs else xs . You can’t, of course: this program...
  • copBasic

  • Referenced in 1 article [sw15588]
  • Beta, Hoeffding Phi, Schweizer-Wolff Sigma, tail dependency (including pseudo-polar representation) and tail order ... moments. Evaluators of positively/negatively quadrant dependency, left(right)-tail decreasing(increasing) are available. Kullback-Leibler...
  • pyvine

  • Referenced in 1 article [sw38439]
  • wide range dependence patterns with different tail dependence for different pairs. Two special cases...
  • TailRiskScenGen.jl

  • Referenced in 2 articles [sw36147]
  • measure, the value of the tail risk measure depends only a subset of the support ... approximate much better the value of a tail risk measure in a stochastic program. This...
  • DRED

  • Referenced in 17 articles [sw02281]
  • queue certainly performs better than a drop-tail queue. But an inherent weakness ... randomly discard packets with a load-dependent probability when a buffer in a router gets...
  • AnDartest

  • Referenced in 1 article [sw32387]
  • test and gives more weight to the tails than the K-S test ... sense that the critical values do not depend on the specific distribution being tested...
  • EViews

  • Referenced in 39 articles [sw00254]
  • Eviews supports general statistical analysis and econometric analyses...
  • gmp

  • Referenced in 282 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • Maple

  • Referenced in 5363 articles [sw00545]
  • The result of over 30 years of cutting...
  • MapReduce

  • Referenced in 262 articles [sw00546]
  • MapReduce is a new parallel programming model initially...
  • Mathematica

  • Referenced in 6337 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13460 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • mclust

  • Referenced in 304 articles [sw00563]
  • R package mclust: Normal Mixture Modeling for Model...
  • nauty

  • Referenced in 609 articles [sw00611]
  • graph-theoretic program NAUTY: nauty is a program...