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TwoCop: Nonparametric test of equality between two copulas
This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.
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Package details |
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| Author | Bruno Remillard and Jean-Francois Plante |
| Maintainer | Bruno Remillard <bruno.remillard@hec.ca> |
| License | GPL-2 |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
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