Provides functions for the estimation of conditional copulas models, various estimators of conditional Kendall's tau (proposed in Derumigny and Fermanian (2019a, 2019b, 2020) <doi:10.1515/demo-2019-0016>, <doi:10.1016/j.csda.2019.01.013>, <doi:10.1016/j.jmva.2020.104610>), and test procedures for the simplifying assumption (proposed in Derumigny and Fermanian (2017) <doi:10.1515/demo-2017-0011> and Derumigny, Fermanian and Min (2022) <doi:10.1002/cjs.11742>).
Version: 0.1.4.1 Imports: VineCopula, pbapply, glmnet, ordinalNet, tree, nnet, data.tree, statmod, wdm Suggests: MASS, knitr, rmarkdown, DiagrammeR, ggplot2, mvtnorm, testthat (≥ 3.0.0) Published: 2024-09-03 DOI: 10.32614/CRAN.package.CondCopulas Author: Alexis Derumigny [aut, cre], Jean-David Fermanian [ctb, ths], Aleksey Min [ctb], Rutger van der Spek [ctb] Maintainer: Alexis Derumigny <a.f.f.derumigny at tudelft.nl> BugReports: https://github.com/AlexisDerumigny/CondCopulas/issues License: GPL-3 URL: https://github.com/AlexisDerumigny/CondCopulas NeedsCompilation: no Materials: README NEWS CRAN checks: CondCopulas results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=CondCopulas to link to this page.
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