r-twocop
This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.
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Summary
This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.
Information Last Updated
Apr 22, 2025 at 15:32
License
GPL-2
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5
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Linux 64 Version: 1.0
Win 64 Version: 1.0
macOS 64 Version: 1.0