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.
Last Updated
Dec 12, 2019 at 18:06
License
GPL-2
Total Downloads
5
Version Downloads
5
Supported Platforms
linux-64
win-64
macOS-64