CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Estimation and goodness-of-fit functions for copula-based models of bivariate data with arbitrary distributions (discrete, continuous, mixture of both types). The copula families considered here are the Gaussian, Student, Clayton, Frank, Gumbel, Joe, Plackett, BB1, BB6, BB7,BB8, together with the following non-central squared copula families in Nasri (2020) <doi:10.1016/j.spl.2020.108704>: ncs-gaussian, ncs-clayton, ncs-gumbel, ncs-frank, ncs-joe, and ncs-plackett. For theoretical details, see, e.g., Nasri and Remillard (2023) <doi:10.48550/arXiv.2301.13408>.

Version: 0.5.0
Depends: R (≥ 3.5.0), doParallel, parallel, foreach, stats, rvinecopulib, Matrix
Published: 2023-04-21
DOI: 10.32614/CRAN.package.CopulaInference
Author: Bouchra R. Nasri [aut, cre, cph], Bruno N Remillard [aut]
Maintainer: Bouchra R. Nasri <bouchra.nasri at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: CopulaInference results


Reference manual: CopulaInference.pdf


Package source: CopulaInference_0.5.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): CopulaInference_0.5.0.tgz, r-oldrel (arm64): CopulaInference_0.5.0.tgz, r-release (x86_64): CopulaInference_0.5.0.tgz, r-oldrel (x86_64): CopulaInference_0.5.0.tgz


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