CondCopulas

Estimation and Inference for Conditional Copula Models

CRAN Package

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


Insights

Last 30 days

This package has been downloaded 234 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 11 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
6 downloadsMar 3, 2025
19 downloadsMar 4, 2025
11 downloadsMar 5, 2025
2 downloadsMar 6, 2025
6 downloadsMar 7, 2025
4 downloadsMar 8, 2025
2 downloadsMar 9, 2025
5 downloadsMar 10, 2025
8 downloadsMar 11, 2025
11 downloadsMar 12, 2025
10 downloadsMar 13, 2025
2 downloadsMar 14, 2025
12 downloadsMar 15, 2025
5 downloadsMar 16, 2025
4 downloadsMar 17, 2025
10 downloadsMar 18, 2025
11 downloadsMar 19, 2025
14 downloadsMar 20, 2025
8 downloadsMar 21, 2025
6 downloadsMar 22, 2025
6 downloadsMar 23, 2025
11 downloadsMar 24, 2025
3 downloadsMar 25, 2025
12 downloadsMar 26, 2025
6 downloadsMar 27, 2025
13 downloadsMar 28, 2025
7 downloadsMar 29, 2025
4 downloadsMar 30, 2025
5 downloadsMar 31, 2025
11 downloadsApr 1, 2025
0 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
2
19

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,268 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 05, 2024 with 47 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports9 packages
  • Suggests7 packages