Other packages > Find by keyword >

gofCopula  

Goodness-of-Fit Tests for Copulae
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("gofCopula", "0.4-3")



Attach the package and use:
library("gofCopula")
Maintained by
Simon Trimborn
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-11-04
Latest Update: 2025-08-27
Description:
Several Goodness-of-Fit (GoF) tests for Copulae are provided. A new hybrid test, Zhang et al. (2016) is implemented which supports all of the individual tests in the package, e.g. Genest et al. (2009) . Estimation methods for the margins are provided and all the tests support parameter estimation and predefined values. The parameters are estimated by pseudo maximum likelihood but if it fails the estimation switches automatically to inversion of Kendall's tau. For reproducibility of results, the functions support the definition of seeds. Also all the tests support automatized parallelization of the bootstrapping tasks. The package provides an interface to perform new GoF tests by submitting the test statistic.
How to cite:
Simon Trimborn (2015). gofCopula: Goodness-of-Fit Tests for Copulae. R package version 0.4-3, https://cran.r-project.org/web/packages/gofCopula. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:45), 0.1-1 (2015-11-04 19:04), 0.1-2 (2016-01-28 00:14), 0.1-3 (2016-06-13 13:07), 0.2-1 (2016-09-16 18:15), 0.2-2 (2016-09-22 16:51), 0.2-3 (2016-10-02 10:12), 0.2-4 (2018-10-17 18:00), 0.3-1 (2020-01-23 14:50), 0.3-2 (2020-03-26 11:10), 0.3-3 (2020-06-14 16:30), 0.4-1 (2021-04-22 14:00), 0.4-2 (2025-05-09 16:10)
Other packages that cited gofCopula R package
View gofCopula citation profile
Other R packages that gofCopula depends, imports, suggests or enhances
Complete documentation for gofCopula
Functions, R codes and Examples using the gofCopula R package
Some associated functions: Banks . CopulaTestTable . CryptoCurrencies . IndexReturns2D . IndexReturns3D . gof . gofArchmChisq . gofArchmGamma . gofArchmSnB . gofArchmSnC . gofCheckTime . gofCopula4Test . gofCustomTest . gofCvM . gofGetHybrid . gofKS . gofKendallCvM . gofKendallKS . gofKernel . gofOutputHybrid . gofPIOSRn . gofPIOSTn . gofRosenblattChisq . gofRosenblattGamma . gofRosenblattSnB . gofRosenblattSnC . gofTest4Copula . gofWhich . gofWhichCopula . gofWhite . gofco . plot.gofCOP . print.gofCOP . 
Some associated R codes: ArchmRtrans.R . Copula4Test.R . CopulaTestTable.R . Test4Copula.R . class_gofCOP_plot.R . class_gofCOP_print.R . datasets.R . internal_PIOS_clayton.R . internal_PIOS_fgm.R . internal_PIOS_frank.R . internal_PIOS_functions.R . internal_PIOS_galambos.R . internal_PIOS_gumbel.R . internal_PIOS_joe.R . internal_PIOS_normal.R . internal_PIOS_plackett.R . internal_PIOS_t.R . internal_RosenblattTrans.R . internal_Tstats.R . internal_bootstrap.R . internal_est_margin_param.R . internal_est_margins.R . internal_est_time.R . internal_extract_cop_obj.R . internal_hybrid.R . internal_param_est.R . internal_rotateCopula.R . test_GetHybrid.R . test_HybridOutput.R . tests_ArchmChisq.R . tests_ArchmGamma.R . tests_ArchmSnB.R . tests_ArchmSnC.R . tests_CheckTime.R . tests_CustomTest.R . tests_KS.R . tests_KendallCvM.R . tests_KendallKS.R . tests_Kernel.R . tests_PIOSRn.R . tests_PIOSTn.R . tests_RosenblattChisq.R . tests_RosenblattGamma.R . tests_RosenblattSnB.R . tests_RosenblattSnC.R . tests_White.R . tests_gof.R . tests_gofCvM.R . tests_gofco.R .  Full gofCopula package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
BayesESS  
Determining Effective Sample Size
Determines effective sample size of a parametric prior distribution in Bayesian models. For a web-b ...
Download / Learn more Package Citations See dependency  
bbricks  
Bayesian Methods and Graphical Model Structures for Statistical Modeling
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of ...
Download / Learn more Package Citations See dependency  
enrichwith  
Methods to Enrich R Objects with Extra Components
Provides the "enrich" method to enrich list-like R objects with new, relevant components. The curren ...
Download / Learn more Package Citations See dependency  
modelwordcloud  
Model Word Clouds
Makes a word cloud of text, sized by the frequency of the word, and colored either by user-specified ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA