Other packages > Find by keyword >

pacotest  

Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("pacotest", "0.4.3")



Attach the package and use:
library("pacotest")
Maintained by
Malte S. Kurz
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-02-15
Latest Update: 2022-11-04
Description:
Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2022) ). The tests can be applied to check whether a conditional copula coincides with its partial copula. Functions to test whether a regular vine copula satisfies the so-called simplifying assumption or to test a single copula within a regular vine copula to be a (j-1)-th order partial copula are available. The CCC test comes with a decision tree approach to allow testing in high-dimensional settings.
How to cite:
Malte S. Kurz (2017). pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas. R package version 0.4.3, https://cran.r-project.org/web/packages/pacotest. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.2.1 (2017-03-12 12:41), 0.2.2 (2017-03-21 07:50), 0.2 (2017-02-15 16:47), 0.3.1 (2019-03-11 12:30), 0.3 (2018-03-12 20:19), 0.4.0 (2020-12-15 14:10), 0.4.1 (2021-11-08 12:10), 0.4.2 (2022-11-04 18:40)
Other packages that cited pacotest R package
View pacotest citation profile
Other R packages that pacotest depends, imports, suggests or enhances
Complete documentation for pacotest
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  
EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
solitude  
An Implementation of Isolation Forest
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency  
lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
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  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

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