pacotest

MaRDI QIDQ30758swMATHCRANFDO

Authors Malte S. Kurz

Last update 4 November 2022

Copyright license MIT license, File License

Software version identifier 0.4.2

Official website https://cran.r-project.org/web/packages/pacotest/index.html

Source code repository https://github.com/cran/pacotest

Cites work

• Testing the simplifying assumption in high-dimensional vine copulas

Cited in

(13)

• Estimating non-simplified vine copulas using penalized splines
• Analyzing dependent data with vine copulas. A practical guide with R
• VineCopula
• Regular vines with strongly chordal pattern of (conditional) independence
• GGMselect
• kdecopula
• gamCopula
• penRvine
• pyvinecopulib
• CDVineCopulaConditional
• pencopulaCond
• Simplified R-vine based forward regression
• Testing the simplifying assumption in high-dimensional vine copulas

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