Kcop

Smooth Test for Equality of Copulas and Clustering Multivariate

CRAN Package

Implements approaches of non-parametric smooth test to compare simultaneously K(K>1) copulas and non-parametric clustering of multivariate populations with arbitrary sizes. See Yves I. Ngounou Bakam and Denys Pommeret (2022) and Yves I. Ngounou Bakam and Denys Pommeret (2022) .

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  • Depends1 package
  • Imports6 packages