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.

Package details

AuthorBruno Remillard and Jean-Francois Plante
MaintainerBruno Remillard <[email protected]>
Package repositoryView on CRAN
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TwoCop documentation built on May 2, 2019, 1:29 p.m.