Package: pacotest
Type: Package
Title: Testing for Partial Copulas and the Simplifying Assumption in
        Vine Copulas
Version: 0.4.3
Authors@R: person("Malte S.", "Kurz", email = "mkurz-software@gmx.de",
  role = c("aut", "cre"))
Maintainer: Malte S. Kurz <mkurz-software@gmx.de>
Description: 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.
License: MIT + file LICENSE
Imports: Rcpp (>= 0.11.4), VineCopula (>= 2.0.5), numDeriv, ggplot2(>=
        2.0.0), gridExtra, methods
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, covr
BugReports: https://github.com/MalteKurz/pacotest/issues
Repository: https://maltekurz.r-universe.dev
Date/Publication: 2025-10-15 08:57:32 UTC
RemoteUrl: https://github.com/maltekurz/pacotest
RemoteRef: HEAD
RemoteSha: 241f5bad6d07649a9e758f9097bbb8b8c1a3fce5
NeedsCompilation: yes
Packaged: 2026-10-14 07:41:18 UTC; root
Author: Malte S. Kurz [aut, cre]