Package: pacotest 0.4.2

Malte S. Kurz

pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2022) <doi:10.1214/22-EJS2051>). 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 CCC test comes with a decision tree approach to allow testing in high-dimensional settings.

Authors:Malte S. Kurz [aut, cre]

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NEWS

# Install 'pacotest' in R:
install.packages('pacotest', repos = c('https://maltekurz.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/maltekurz/pacotest/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

copuladata-sciencestatistics

3.65 score 3 stars 1 packages 3 scripts 206 downloads 4 exports 35 dependencies

Last updated 2 years agofrom:180720453e. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-win-x86_64OKOct 31 2024
R-4.5-linux-x86_64OKOct 31 2024
R-4.4-win-x86_64OKOct 31 2024
R-4.4-mac-x86_64OKOct 31 2024
R-4.4-mac-aarch64OKOct 31 2024
R-4.3-win-x86_64OKOct 31 2024
R-4.3-mac-x86_64OKOct 31 2024
R-4.3-mac-aarch64OKOct 31 2024

Exports:pacotestpacotestRvineSeqpacotestRvineSingleCopulapacotestset

Dependencies:ADGofTestclicolorspacefansifarverggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellmvtnormnlmenumDerivpillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangscalestibbleutf8vctrsVineCopulaviridisLitewithr