Nothing
gofCopula: Goodness-of-Fit Tests for Copulae
Several GoF tests for Copulae are provided. A new hybrid test is implemented which supports all of the individual tests. Estimation methods for the margins are provided. All the tests support parameter estimation and predefined values. The parameters are estimated by pseudo maximum likelihood but if it fails the estimation switches automatically to inversion of Kendall's tau. All the tests support automatized parallelization of the bootstrapping tasks.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Ostap Okhrin <[email protected]>, Simon Trimborn <[email protected]>, Shulin Zhang <[email protected]>, Qian M. Zhou <[email protected]> |
| Maintainer | Simon Trimborn <[email protected]> |
| License | GPL (>= 3) |
| Version | 0.2-4 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the gofCopula package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
As an Amazon Associate I earn from qualifying purchases.