Package: gremes
Title: Estimation of Tail Dependence in Graphical Models
Version: 0.1.0
Author: Stefka Asenova [aut, cre]
Maintainer: Stefka Asenova <stefkakirilova@yahoo.com>
Authors@R: person(given = "Stefka", family = "Asenova", email = "stefkakirilova@yahoo.com", role = c("aut", "cre"))
Description: Provides tools for estimation of edge weights on graphical models with respect to trees and block graphs and parameterized by a particular family of max-stable copulas. The edge weights are parameters of tail dependence between adjacent variables and these edge weights determine the joint tail dependence between all variables in the context of a particular parametric model. For methods of moment estimator, composite likelihood estimator please see Asenova et al. (2021) <doi:10.1007/s10687-021-00407-5>. For estimation based on extremal coefficients see Asenova et al. (2021) as well as Einmahl et al. (2016) <doi:10.2139/ssrn.2717531>. For cliquewise estimation please see Engelke and Hitz (2020) <doi:10.1111/rssb.12355>.
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.0.2
Imports: gRbase (>= 1.8-6.4), gRim (>= 0.2.1), abind (>= 1.4.5), copula
        (>= 0.999.19), quadprog (>= 1.5.5), mvtnorm (>= 1.0.8),
        methods, mev (>= 1.13.1)
Depends: R (>= 3.5.0), igraph
Suggests: knitr, rmarkdown, corrplot, testthat
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2021-12-20 11:01:08 UTC; asenova
Repository: CRAN
Date/Publication: 2021-12-20 16:00:08 UTC
Built: R 4.0.2; ; 2021-12-21 12:02:30 UTC; unix
