mjaser/gofellcp: Goodness-of-fit Tests for Elliptical Copulas

Provides simple non-parametric goodness-of-fit tests for multivariate elliptical copulas for known and unknown margins. Moreover, provides simple non-parametric tests for symmetry and radial symmetry of bivariate copulas.

Getting started

Package details

Maintainer
LicenseGPL (>= 3)
Version0.0.0.9000
URL https://github.com/mjaser/gofellcp
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mjaser/gofellcp")
mjaser/gofellcp documentation built on March 31, 2021, 3:32 a.m.