HMMcopula

cranv1.1.0

Markov Regime Switching Copula Models Estimation and Goodness-of-Fit. Estimation procedures and goodness-of-fit test for several Markov regime switching models and mixtures of bivariate copula models. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses Rosenblatt's transform and parametric bootstrap to estimate the p-value. The proposed methodo

License GPL (>= 2)0 versions1 maintainers4 deps87 weekly dl
https://CRAN.R-project.org/package=HMMcopula
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  • Low health score (38/100)
Health breakdown0 – 100
5/25
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0/20
popularity
25/25
security
6/15
maturity
2/15
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Dependencies (4)
mvtnormforeachdoParallelcopula
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First published · 2024-10-02 16:50:47

Last updated · 2024-10-02T15:40:09+00:00

HMMcopula — Health Score 38/100 | DepScope