Banks | Volatility-adjusted log returns of the two Banks Citigroup... |
CopulaTestTable | Applicable dimensions and copula for each test |
CryptoCurrencies | Volatility-adjusted log returns of the two Cryptocurrencies... |
gof | Combining function for tests |
gofArchmChisq | ArchmChisq Gof test using the Anderson-Darling test statistic... |
gofArchmGamma | The ArchmGamma Gof test using the Anderson-Darling test... |
gofArchmSnB | The ArchmSnB test based on the Rosenblatt transformation for... |
gofArchmSnC | The ArchmSnC test based on the Rosenblatt transformation for... |
gofCheckTime | Combining function for tests |
gofco | Interface with copula class |
gofCopula4Test | Implemented copula for a certain test |
gofCustomTest | Function to derive own tests |
gofCvM | The CvM gof test using the empirical copula |
gofGetHybrid | GetHybrid gof test |
gofKendallCvM | gof test (Cramer-von Mises) based on Kendall's process |
gofKendallKS | gof test (Kolmogorov-Smirnov) based on Kendall's process |
gofKernel | 2 dimensional gof test of Scaillet (2007) |
gofKS | The KS gof test using the empirical copula |
gofOutputHybrid | Output Hybrid gof test |
gofPIOSRn | 2 and 3 dimensional gof test based on the... |
gofPIOSTn | 2 and 3 dimensional gof test based on the... |
gofRosenblattChisq | Gof test using the Anderson-Darling test statistic and the... |
gofRosenblattGamma | Gof test using the Anderson-Darling test statistic and the... |
gofRosenblattSnB | The SnB test based on the Rosenblatt transformation |
gofRosenblattSnC | The SnC test based on the Rosenblatt transformation |
gofTest4Copula | Applicable gof tests for testing problem |
gofWhich | The function 'gofWhich' was renamed to 'gofTest4Copula'.... |
gofWhichCopula | The function 'gofWhichCopula' was renamed to... |
gofWhite | 2 dimensional gof tests based on White's information matrix... |
IndexReturns2D | Log returns of european stock indices |
IndexReturns3D | Log returns of european stock indices |
plot.gofCOP | Plotting function for objects of class gofCOP |
print.gofCOP | Printing function for objects of class gofCOP |
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