pacotest (0.2.2)

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Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas.

http://cran.r-project.org/web/packages/pacotest

Routines for two different test types, the Equal Correlation (ECORR) test and the Vectorial Independence (VI) test are provided. The tests can be applied to check whether a conditional copula coincides with its partial copula. Functions to test whether a regular vine copula satisfies the so-called simplifying assumption or to test a single copula within a regular vine copula to be a (j-1)-th order partial copula are available. The ECORR test comes with a decision tree approach to allow testing in high-dimensional settings.

Maintainer: Malte S. Kurz
Author(s): Malte S. Kurz [aut, cre]

License: MIT + file LICENSE

Uses: gridExtra, numDeriv, Rcpp, VineCopula, testthat, covr
Reverse depends: pencopulaCond

Released 8 months ago.


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