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CopulaInference

Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

v0.5.0 · Apr 21, 2023 · GPL-3

Description

Estimation and goodness-of-fit functions for copula-based models of bivariate data with arbitrary distributions (discrete, continuous, mixture of both types). The copula families considered here are the Gaussian, Student, Clayton, Frank, Gumbel, Joe, Plackett, BB1, BB6, BB7,BB8, together with the following non-central squared copula families in Nasri (2020) <doi:10.1016/j.spl.2020.108704>: ncs-gaussian, ncs-clayton, ncs-gumbel, ncs-frank, ncs-joe, and ncs-plackett. For theoretical details, see, e.g., Nasri and Remillard (2023) <arXiv:2301.13408>.

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Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@umontreal.ca>’

The Description field contains
  <arXiv:2301.13408>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@umontreal.ca>’

The Description field contains
  <arXiv:2301.13408>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@umontreal.ca>’

The Description field contains
  <arXiv:2301.13408>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@umontreal.ca>’

The Description field contains
  <arXiv:2301.13408>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Dependency Network

Dependencies Reverse dependencies doParallel foreach rvinecopulib Matrix CopulaInference

Version History

new 0.5.0 Mar 9, 2026