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subrank  

Computes Copula using Ranks and Subsampling
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("subrank", "0.9.9.3")



Attach the package and use:
library("subrank")
Maintained by
Jerome Collet
[Scholar Profile | Author Map]
First Published: 2014-09-04
Latest Update: 2023-04-05
Description:
Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases.
How to cite:
Jerome Collet (2014). subrank: Computes Copula using Ranks and Subsampling. R package version 0.9.9.3, https://cran.r-project.org/web/packages/subrank. Accessed 29 Mar. 2025.
Previous versions and publish date:
0.8.5 (2014-09-04 23:01), 0.9.1 (2014-12-12 11:11), 0.9.4 (2015-11-07 00:04), 0.9.5 (2016-01-29 22:34), 0.9.6 (2016-02-01 10:39), 0.9.7 (2016-04-01 10:13), 0.9.9.1 (2018-06-24 08:24), 0.9.9.2 (2022-12-03 15:10), 0.9.9 (2017-10-24 23:29)
Other packages that cited subrank R package
View subrank citation profile
Other R packages that subrank depends, imports, suggests or enhances
Complete documentation for subrank
Functions, R codes and Examples using the subrank R package
Some associated functions: corc . corc0 . desscop . desscoptous . estimdep . predictdep . predonfly . simany . simnul . subrank-package . 
Some associated R codes: corc.R . corc0.R . desscop.R . desscoptous.R . distance.R . estimdep.R . predictdep.R . predonfly.R . simany.R . simnul.R .  Full subrank package functions and examples
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