| Name : R-gofCopula
| |
| Version : 0.4.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.6.2
| Date : 2024-06-14 11:59:51
|
| Group : Development/Libraries/Other
| Source RPM : R-gofCopula-0.4.1-lp153.6.2.src.rpm
|
| Size : 0.69 MB
| |
| Packager : (none)
| |
| Summary : Goodness-of-Fit Tests for Copulae
|
Description :
Several Goodness-of-Fit (GoF) tests for Copulae are provided. A new
hybrid test, Zhang et al. (2016) < doi:10.1016/j.jeconom.2016.02.017> is
implemented which supports all of the individual tests in the package,
e.g. Genest et al. (2009) < doi:10.1016/j.insmatheco.2007.10.005>.
Estimation methods for the margins are provided and all the tests
support parameter estimation and predefined values. The parameters are
estimated by pseudo maximum likelihood but if it fails the estimation
switches automatically to inversion of Kendall\'s tau. For
reproducibility of results, the functions support the definition of
seeds. Also all the tests support automatized parallelization of the
bootstrapping tasks. The package provides an interface to perform new
GoF tests by submitting the test statistic.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
