independ.test: Testing for independence between two margins of pair-copulas
Description
Two margins of a pair-copulas are tested for independence in front of the estimation of the pair-copula, following Genest, C. and Remillard, B. (2004).
Usage
independ.test(data)
Arguments
data
Bivariate data for testing of independence.
Value
The p-value of the test statistic is returned.
Details
The test procedure is from the 'copula'-package.
References
Genest, C. and Remillard, B. (2004) Tests of independence and
randomness based on the empirical copula process. _Test_ *13*,
335-369.