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message: 'To cite package "HMMcopula" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness-of-Fit'
version: 1.1.0
doi: 10.32614/CRAN.package.HMMcopula
abstract: 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) <https://doi.org/10.1002/cjs.11534>.
authors:
- family-names: Nasri
  given-names: Bouchra R.
  email: bouchra.nasri@umontreal.ca
- family-names: Remillard
  given-names: Bruno N
  email: bruno.remillard@hec.ca
- family-names: Thioub
  given-names: Mamadou Yamar
  email: mamadou-yamar.thioub@hec.ca
- family-names: Pieugueu
  given-names: Romanic
  email: romanic.pieugueu@gerad.ca
repository: https://CRAN.R-project.org/package=HMMcopula
date-released: '2024-10-02'
contact:
- family-names: Remillard
  given-names: Bruno N
  email: bruno.remillard@hec.ca