R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
HMMcopula
View on CRAN: Click
here
Download and install HMMcopula package within the R console
Install from CRAN:
install.packages("HMMcopula")
Install from Github:
library("remotes")
install_github("cran/HMMcopula") Install by package version:
library("remotes")
install_version("HMMcopula", "1.1.0") Attach the package and use:
library("HMMcopula")
Maintained by
Bruno N Remillard
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-10-28
Latest Update: 2024-10-02
Description:
R functions to estimate and perform goodness of fit test for several
Markov regime switching and mixture bivariate copula models.
The goodness of fit test is based on a Cramer von Mises statistic and
uses the Rosenblatt transform and parametric bootstrap to estimate the p-value.
The estimation of the copula parameters are based on the pseudo-maximum likelihood
method using pseudo-observations defined as normalized ranks.
How to cite:
Bruno N Remillard (2018). HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness-of-Fit. R package version 1.1.0, https://cran.r-project.org/web/packages/HMMcopula. Accessed 12 Jun. 2026.
Previous versions and publish date:
Other packages that cited HMMcopula R package
View HMMcopula citation profile
Other R packages that HMMcopula depends,
imports, suggests or enhances
Complete documentation for HMMcopula
Functions, R codes and Examples using
the HMMcopula R package
Some associated functions: EstHMMCop . EstKendallTau . EstMixtureCop . GofHMMCop . GofMixtureCop . KendallTau . ParamCop . ParamTau . RosenblattClayton . RosenblattFrank . RosenblattGaussian . RosenblattGumbel . RosenblattStudent . SimHMMCop . SimMarkovChain . SimMixtureCop . SnB . Tau2Rho . bootstrapfun . copulaFamiliesPDF . dilog .
Some associated R codes: EstHMMCop.R . EstKendallTau.R . EstMixtureCop.R . GofHMMCop.R . GofMixtureCop.R . KendallTau.R . ParamCop.R . ParamTau.R . RosenblattClayton.R . RosenblattFrank.R . RosenblattGaussian.R . RosenblattGumbel.R . RosenblattStudent.R . SimHMMCop.R . SimMarkovChain.R . SimMixtureCop.R . SnB.R . Tau2Rho.R . bootstrapfun.R . copulaFamiliesPDF.R . dilog.R . Full HMMcopula package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
tablerDash
'R' interface to the 'Tabler' HTML template. See more here < ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: David Granjon (view profile)
MEDITS
Set of functions working with survey data in the format of the MEDITS project ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Walter Zupa (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
piwikproR
Run Queries against the API of 'Piwik Pro' ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Martin Stingl (view profile)
bfp
Implements the Bayesian paradigm for fractional
polynomial models under the assumption of normally ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Daniel Sabanes Bove (view profile)
27,372
R Packages
233,548
Dependencies
72,820
Author Associations
27,205
Publication Badges
