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

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Files in this package

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.

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