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.

Browse man pages Browse package API and functions Browse package files

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

Man pages

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

Functions

TwoCop Man page Source code
TwoCop-package Man page

Files

MD5
NAMESPACE
man
man/TwoCop-package.Rd
man/TwoCop.Rd
DESCRIPTION
R
R/TwoCop.R
src
src/libtwocop.c
src/libtwocop.h
TwoCop documentation built on May 20, 2017, 2:16 a.m.