subrank: Computes Copula using Ranks and Subsampling

Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases.

Package details

AuthorJerome Collet
MaintainerJerome Collet <[email protected]>
LicenseGPL (>= 3)
Version0.9.9.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("subrank")

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subrank documentation built on May 2, 2019, 10:24 a.m.