Package: HMMcopula
Type: Package
Title: Markov Regime Switching Copula Models Estimation and
        Goodness-of-Fit
Version: 1.1.0
Authors@R: c( person(c("Bouchra","R."), "Nasri", role = c("aut"), email = "bouchra.nasri@umontreal.ca"),
        person(c("Bruno","N"), "Remillard", role = c("aut","cre","cph"),email = "bruno.remillard@hec.ca"),
        person(c("Mamadou","Yamar"), "Thioub", role = c("aut"),email = "mamadou-yamar.thioub@hec.ca"),
        person(c("Romanic"), "Pieugueu", role = c("aut"),email = "romanic.pieugueu@gerad.ca"))
Maintainer: Bruno N Remillard <bruno.remillard@hec.ca>
Description: Estimation procedures and goodness-of-fit test for several
        Markov regime switching models and mixtures of bivariate copula
        models. The goodness-of-fit test is based on a Cramer-von Mises
        statistic and uses Rosenblatt's transform and parametric
        bootstrap to estimate the p-value. The proposed methodologies
        are described in Nasri, Remillard and Thioub (2020)
        <doi:10.1002/cjs.11534>.
License: GPL (>= 2)
Encoding: UTF-8
Depends: mvtnorm, foreach, doParallel, copula
RoxygenNote: 7.3.2
NeedsCompilation: no
Packaged: 2026-09-25 07:59:34 UTC; root
Author: Bouchra R. Nasri [aut], Bruno N Remillard [aut, cre, cph],
        Mamadou Yamar Thioub [aut], Romanic Pieugueu [aut]
Repository: https://cran.r-universe.dev
Date/Publication: 2024-10-03 02:59:51 UTC
RemoteUrl: https://github.com/cran/HMMcopula
RemoteRef: HEAD
RemoteSha: cbfcb608d8e379a0d3ab79c1bcc55e5493d03e02