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CondCopulas
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", "0.2.0") Attach the package and use:
library("CondCopulas")
Maintained by
Alexis Derumigny
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-30
Latest Update: 2024-09-03
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 0.2.0, https://cran.r-project.org/web/packages/CondCopulas. Accessed 06 Oct. 2026.
Previous versions and publish date:
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Other R packages that CondCopulas depends,
imports, suggests or enhances
Complete documentation for CondCopulas
Functions, R codes and Examples using
the CondCopulas R package
Some associated functions: CKT.KendallReg.LambdaCV . CKT.estimate . CKT.fit.GLM . CKT.fit.nNet . CKT.fit.nNets . CKT.fit.randomForest . CKT.fit.tree . CKT.hCV.l1out . CKT.kendallReg.fit . CKT.kernel . CKT.predict.kNN . CKTmatrix.kernel . bCond.estParamCopula . bCond.pobs . bCond.simpA.CKT . bCond.simpA.param . bCond.treeCKT . computeKernelMatrix . computeMatrixSignPairs . conv_treeCKT . datasetPairs . estimateCondCDF_matrix . estimateCondCDF_vec . estimateCondQuantiles . estimateNPCondCopula . estimateParCondCopula . simpA.NP . simpA.kendallReg . simpA.param .
Some associated R codes: CKTmatrix.kernel.R . bCond.bootMethods.R . bCond.estimation.R . bCond.simpA.CKT.R . bCond.simpA.CKT.test.R . bCond.simpA.param.R . bCond.tree.conversion.R . bCond.treeCKT.R . estimationCKT.KendallReg.R . estimationCKT.R . estimationCKT.classif.GLM.R . estimationCKT.classif.kNN.R . estimationCKT.classif.nNet.R . estimationCKT.classif.tree.R . estimationCKT.datasetPairs.R . estimationCKT.kernel.R . estimationCKT.kernelCV.R . estimationCondCopulas.R . kernelEstimation.R . simpA.NP.R . simpA.kendallReg.R . simpA.param.R . simpA.testStat.brutforce.R . simpA.testStat.indProp.R . simpA.testStat.param.R . test.bootMethod.R . Full CondCopulas package functions and examples
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