TwoCop: Nonparametric test of equality between two copulas

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This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.

Author
Bruno Remillard and Jean-Francois Plante
Date of publication
2012-10-19 06:44:27
Maintainer
Bruno Remillard <bruno.remillard@hec.ca>
License
GPL-2
Version
1.0

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Man pages

TwoCop
Nonparametric test of equality between two copulas
TwoCop-package
Nonparametric test of equality between two copulas

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