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.

Version: 1.1
Depends: igraph, maps, partitions, graphicalExtremes, R (≥ 3.5.0)
Imports: Rcpp (≥ 0.12.10)
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: knitr, rmarkdown
Published: 2023-03-29
DOI: 10.32614/CRAN.package.satdad
Author: Cécile Mercadier [aut, cre]
Maintainer: Cécile Mercadier <mercadier at>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: satdad results


Reference manual: satdad.pdf
Vignettes: The satdad R package


Package source: satdad_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): satdad_1.1.tgz, r-oldrel (arm64): satdad_1.1.tgz, r-release (x86_64): satdad_1.1.tgz, r-oldrel (x86_64): satdad_1.1.tgz
Old sources: satdad archive


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