CopulaInference
Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions
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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| r-devel-linux-x86_64-debian-clang | NOTE |
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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>.
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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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
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>.
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>.