IndGenErrors
Tests of Independence Between Innovations of Generalized Error Models
Computation of test statistics of independence between (continuous) innovations of time series. They Can be used with stochastic volatility models and Hidden Markov Models (HMM). This improves the results in Duchesne, Ghoudi & Remillard (2012)
- Version0.1.4
- R version≥ 3.5.0 stats
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release06/30/2023
Team
Bruno N Remillard
Kilani ghoudi
Show author detailsRolesAuthor, Contributor, Copyright holderBouchra R. Nasri
Show author detailsRolesAuthor, Contributor, Copyright holderPierre Duchesne
Show author detailsRolesAuthor, Contributor, Copyright holder
Insights
Last 30 days
Last 365 days
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
- Depends1 package
- Imports1 package