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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.
Getting started
Browse package contents
Package details |
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| Author | Jerome Collet |
| Maintainer | Jerome Collet <jeromepcollet@gmail.com> |
| License | GPL (>= 3) |
| Version | 0.9.9.3 |
| Package repository | View on CRAN |
| Installation |
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