Man pages for gofCopula
Goodness-of-Fit Tests for Copulae

BanksVolatility-adjusted log returns of the two Banks Citigroup...
CopulaTestTableApplicable dimensions and copula for each test
CryptoCurrenciesVolatility-adjusted log returns of the two Cryptocurrencies...
gofCombining function for tests
gofArchmChisqArchmChisq Gof test using the Anderson-Darling test statistic...
gofArchmGammaThe ArchmGamma Gof test using the Anderson-Darling test...
gofArchmSnBThe ArchmSnB test based on the Rosenblatt transformation for...
gofArchmSnCThe ArchmSnC test based on the Rosenblatt transformation for...
gofCheckTimeCombining function for tests
gofcoInterface with copula class
gofCopula4TestImplemented copula for a certain test
gofCustomTestFunction to derive own tests
gofCvMThe CvM gof test using the empirical copula
gofGetHybridGetHybrid gof test
gofKendallCvMgof test (Cramer-von Mises) based on Kendall's process
gofKendallKSgof test (Kolmogorov-Smirnov) based on Kendall's process
gofKernel2 dimensional gof test of Scaillet (2007)
gofKSThe KS gof test using the empirical copula
gofOutputHybridOutput Hybrid gof test
gofPIOSRn2 and 3 dimensional gof test based on the...
gofPIOSTn2 and 3 dimensional gof test based on the...
gofRosenblattChisqGof test using the Anderson-Darling test statistic and the...
gofRosenblattGammaGof test using the Anderson-Darling test statistic and the...
gofRosenblattSnBThe SnB test based on the Rosenblatt transformation
gofRosenblattSnCThe SnC test based on the Rosenblatt transformation
gofTest4CopulaApplicable gof tests for testing problem
gofWhichThe function 'gofWhich' was renamed to 'gofTest4Copula'....
gofWhichCopulaThe function 'gofWhichCopula' was renamed to...
gofWhite2 dimensional gof tests based on White's information matrix...
IndexReturns2DLog returns of european stock indices
IndexReturns3DLog returns of european stock indices
plot.gofCOPPlotting function for objects of class gofCOP
print.gofCOPPrinting function for objects of class gofCOP
gofCopula documentation built on April 22, 2021, 5:10 p.m.