TwoCop: Nonparametric test of equality between two copulas
Version 1.0

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
Date of publication2012-10-19 06:44:27
MaintainerBruno Remillard <[email protected]>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TwoCop")

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TwoCop documentation built on May 30, 2017, 4:37 a.m.