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CondCopulas  

Estimation and Inference for Conditional Copula Models
View on CRAN: Click here


Download and install CondCopulas package within the R console
Install from CRAN:
install.packages("CondCopulas")

Install from Github:
library("remotes")
install_github("cran/CondCopulas")

Install by package version:
library("remotes")
install_version("CondCopulas", "0.1.3")



Attach the package and use:
library("CondCopulas")
Maintained by
Alexis Derumigny
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-30
Latest Update: 2023-09-26
Description:
Provides functions for the estimation of conditional copulas models, various estimators of conditional Kendall's tau (proposed in Derumigny and Fermanian (2019a, 2019b, 2020) , , ), and test procedures for the simplifying assumption (proposed in Derumigny and Fermanian (2017) and Derumigny, Fermanian and Min (2022) ).
How to cite:
Alexis Derumigny (2022). CondCopulas: Estimation and Inference for Conditional Copula Models. R package version 0.1.3, https://cran.r-project.org/web/packages/CondCopulas
Previous versions and publish date:
0.1.1 (2022-03-30 19:50), 0.1.2 (2022-04-25 12:50)
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