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R-package: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

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pacotest

Travis-CI Build Status AppVeyor Build Status CRAN_Status_Badge Coverage Status

You can install:

  • the latest released version from CRAN with

    install.packages("pacotest")

  • the latest development version from GitHub using install_github from the R-package devtools with

    install.packages("devtools")
devtools::install_github(repo = "MalteKurz/pacotest")

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R-package: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

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r copula

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  • R 60.8%
  • C++ 38.9%
  • C 0.3%