pacotest

cranv0.4.3

Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas. Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2022) <doi:10.1214/22-EJS2051>). The tests can be applied to check whether a conditional copula coincides with its partial copula. Functions

License MIT + file LICENSE0 versions1 maintainers6 deps67 weekly dl
https://CRAN.R-project.org/package=pacotest
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First published · 2025-10-15 09:52:35

Last updated · 2025-10-15T08:20:02+00:00

pacotest — Health Score 37/100 | DepScope