CondCopulas
Estimation and Inference for Conditional Copula Models
Provides functions for the estimation of conditional copulas models, various estimators of conditional Kendall's tau (proposed in Derumigny and Fermanian (2019a, 2019b, 2020) doi:10.1515/demo-2019-0016, doi:10.1016/j.csda.2019.01.013, doi:10.1016/j.jmva.2020.104610), and test procedures for the simplifying assumption (proposed in Derumigny and Fermanian (2017) doi:10.1515/demo-2017-0011 and Derumigny, Fermanian and Min (2022) doi:10.1002/cjs.11742).
- Version0.1.4.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release09/03/2024
Documentation
Team
Alexis Derumigny
Jean-David Fermanian
Aleksey Min
Rutger van der Spek
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Last 30 days
This package has been downloaded 218 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.
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Last 365 days
This package has been downloaded 3,254 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 05, 2024 with 47 downloads.
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- Imports9 packages
- Suggests7 packages