subrank

Computes Copula using Ranks and Subsampling

CRAN Package

Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases.

  • Version0.9.9.3
  • R versionunknown
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release04/05/2023

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