This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.
Version: | 1.0 |
Published: | 2012-10-19 |
Author: | Bruno Remillard and Jean-Francois Plante |
Maintainer: | Bruno Remillard <bruno.remillard at hec.ca> |
License: | GPL-2 |
NeedsCompilation: | yes |
CRAN checks: | TwoCop results |
Reference manual: | TwoCop.pdf |
Package source: | TwoCop_1.0.tar.gz |
Windows binaries: | r-devel: TwoCop_1.0.zip, r-release: TwoCop_1.0.zip, r-oldrel: TwoCop_1.0.zip |
macOS binaries: | r-release: TwoCop_1.0.tgz, r-oldrel: TwoCop_1.0.tgz |
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