pacotest

swMATH18927CRANpacotestMaRDI QIDQ30758FDOQ30758

Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

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

This page was built for software: pacotest