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.

AuthorBruno Remillard and Jean-Francois Plante
Date of publication2012-10-19 06:44:27
MaintainerBruno Remillard <bruno.remillard@hec.ca>
LicenseGPL-2
Version1.0

View on CRAN

Files

TwoCop
TwoCop/MD5
TwoCop/NAMESPACE
TwoCop/man
TwoCop/man/TwoCop-package.Rd TwoCop/man/TwoCop.Rd
TwoCop/DESCRIPTION
TwoCop/R
TwoCop/R/TwoCop.R
TwoCop/src
TwoCop/src/libtwocop.c
TwoCop/src/libtwocop.h

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.