HMMcopula

Markov Regime Switching Copula Models Estimation and Goodness-of-Fit

CRAN Package

Estimation procedures and goodness-of-fit test for several Markov regime switching models and mixtures of bivariate copula models. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses Rosenblatt's transform and parametric bootstrap to estimate the p-value. The proposed methodologies are described in Nasri, Remillard and Thioub (2020) doi:10.1002/cjs.11534.


Team


Insights

Last 30 days

This package has been downloaded 163 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 1 times.

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0 downloadsMar 2, 2025
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15 downloadsMar 5, 2025
5 downloadsMar 6, 2025
3 downloadsMar 7, 2025
1 downloadsMar 8, 2025
2 downloadsMar 9, 2025
2 downloadsMar 10, 2025
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6 downloadsMar 22, 2025
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4 downloadsMar 25, 2025
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5 downloadsMar 29, 2025
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3 downloadsMar 31, 2025
7 downloadsApr 1, 2025
1 downloadsApr 2, 2025
1 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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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 1,736 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 Oct 05, 2024 with 38 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

  • Depends4 packages