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TwoCop (version 1.0)
Nonparametric test of equality between two copulas
Description
This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.
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Version
Version
1.0
Install
install.packages('TwoCop')
Monthly Downloads
4
Version
1.0
License
GPL-2
Maintainer
Bruno Remillard
Last Published
October 19th, 2012
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TwoCop
Nonparametric test of equality between two copulas
TwoCop-package
Nonparametric test of equality between two copulas