Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2017) <arXiv:1706.02338>). The tests can be applied to check whether a conditional copula coincides with its partial copula. Functions to test whether a regular vine copula satisfies the socalled simplifying assumption or to test a single copula within a regular vine copula to be a (j1)th order partial copula are available. The CCC test comes with a decision tree approach to allow testing in highdimensional settings.
Package details 


Author  Malte S. Kurz [aut, cre] 
Maintainer  Malte S. Kurz <malte.kurz@stat.unimuenchen.de> 
License  MIT + file LICENSE 
Version  0.3.1 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.