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(Q27343)
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Goodness-of-Fit Tests for Copulae
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Label
Description
Also known as
English
gofCopula
Goodness-of-Fit Tests for Copulae
Statements
swMATH work ID
15454
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instance of
R package
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last update
22 April 2021
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software version identifier
0.4-1
publication date
22 April 2021
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author
Ostap Okhrin
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maintained by
Simon Trimborn
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copyright license
GNU General Public License
edition/version
≥ 3
(English)
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imports
parallel
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methods
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stats
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MASS
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utils
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yarrr
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crayon
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foreach
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doSNOW
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R.utils
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SparseGrid
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numDeriv
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VineCopula
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progress
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cites work
Goodness-of-fit test for specification of semiparametric copula dependence models
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Goodness-of-fit tests for copulas: A review and a power study
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CRAN project
gofCopula
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programmed in
R
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depends on software
R
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copula
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MaRDI profile type
MaRDI software profile
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source code repository
https://github.com/cran/gofCopula
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Software Heritage ID
swh:1:snp:70261211dc9def6fb5621f1ab49bebdb55cd40a4
source code repository
https://github.com/cran/gofCopula
point in time
24 May 2021
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Mathematics
(1 entry)
mardi
Software:27343
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