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.

Install the latest version of this package by entering the following in R:
install.packages("TwoCop")
AuthorBruno Remillard and Jean-Francois Plante
Date of publication2012-10-19 06:44:27
MaintainerBruno Remillard <bruno.remillard@hec.ca>
LicenseGPL-2
Version1.0

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Files

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

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

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