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  "Package": "HMMcopula",
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  "Title": "Markov Regime Switching Copula Models Estimation and\nGoodness-of-Fit",
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  "Authors@R": "c( person(c(\"Bouchra\",\"R.\"), \"Nasri\", role = c(\"aut\"), email = \"bouchra.nasri@umontreal.ca\"),\nperson(c(\"Bruno\",\"N\"), \"Remillard\", role = c(\"aut\",\"cre\",\"cph\"),email = \"bruno.remillard@hec.ca\"),\nperson(c(\"Mamadou\",\"Yamar\"), \"Thioub\", role = c(\"aut\"),email = \"mamadou-yamar.thioub@hec.ca\"),\nperson(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\nMarkov regime switching models and mixtures of bivariate copula\nmodels. The goodness-of-fit test is based on a Cramer-von Mises\nstatistic and uses Rosenblatt's transform and parametric\nbootstrap to estimate the p-value. The proposed methodologies\nare described in Nasri, Remillard and Thioub (2020)\n<doi:10.1002/cjs.11534>.",
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  "Packaged": {
    "Date": "2026-06-02 08:01:17 UTC",
    "User": "root"
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  "Author": "Bouchra R. Nasri [aut], Bruno N Remillard [aut, cre, cph],\nMamadou Yamar Thioub [aut], Romanic Pieugueu [aut]",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2024-10-03 02:59:51 UTC",
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    "bootstrapfun",
    "CopulaFamiliesCDF",
    "copulaFamiliesPDF",
    "dilog",
    "EstHMMCop",
    "EstKendallTau",
    "EstMixtureCop",
    "GofHMMCop",
    "GofMixtureCop",
    "KendallTau",
    "ParamCop",
    "ParamTau",
    "RosenblattClayton",
    "RosenblattFrank",
    "RosenblattGaussian",
    "RosenblattGumbel",
    "RosenblattStudent",
    "SimHMMCop",
    "SimMarkovChain",
    "SimMixtureCop",
    "SnB",
    "Tau2Rho"
  ],
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    {
      "page": "CopulaFamiliesCDF",
      "title": "CopulaFamiliesCDF",
      "topics": [
        "CopulaFamiliesCDF"
      ]
    },
    {
      "page": "dilog",
      "title": "Dilogarithm function",
      "topics": [
        "dilog"
      ]
    },
    {
      "page": "EstHMMCop",
      "title": "Estimation of bivariate Markov regime switching bivariate copula model",
      "topics": [
        "EstHMMCop"
      ]
    },
    {
      "page": "EstKendallTau",
      "title": "Sample Kendall's tau Estimation",
      "topics": [
        "EstKendallTau"
      ]
    },
    {
      "page": "EstMixtureCop",
      "title": "Estimation of bivariate mixture bivariate copula model",
      "topics": [
        "EstMixtureCop"
      ]
    },
    {
      "page": "GofHMMCop",
      "title": "Goodness-of-fit of Markov regime switching bivariate copula model",
      "topics": [
        "GofHMMCop"
      ]
    },
    {
      "page": "GofMixtureCop",
      "title": "Goodness-of-fit of mixture bivariate copula model",
      "topics": [
        "GofMixtureCop"
      ]
    },
    {
      "page": "KendallTau",
      "title": "Kendall's tau of a copula",
      "topics": [
        "KendallTau"
      ]
    },
    {
      "page": "ParamCop",
      "title": "Theta estimation",
      "topics": [
        "ParamCop"
      ]
    },
    {
      "page": "ParamTau",
      "title": "Alpha estimation",
      "topics": [
        "ParamTau"
      ]
    },
    {
      "page": "RosenblattClayton",
      "title": "Rosenblatt transform for Clayton copula",
      "topics": [
        "RosenblattClayton"
      ]
    },
    {
      "page": "RosenblattFrank",
      "title": "Rosenblatt transform for Frank copula",
      "topics": [
        "RosenblattFrank"
      ]
    },
    {
      "page": "RosenblattGaussian",
      "title": "Rosenblatt transform for Gaussian copula",
      "topics": [
        "RosenblattGaussian"
      ]
    },
    {
      "page": "RosenblattGumbel",
      "title": "Rosenblatt transform for Gumbel copula",
      "topics": [
        "RosenblattGumbel"
      ]
    },
    {
      "page": "RosenblattStudent",
      "title": "Rosenblatt transform for Student copula",
      "topics": [
        "RosenblattStudent"
      ]
    },
    {
      "page": "SimHMMCop",
      "title": "Simulation of bivariate Markov regime switching copula model",
      "topics": [
        "SimHMMCop"
      ]
    },
    {
      "page": "SimMarkovChain",
      "title": "Markov chain simulation",
      "topics": [
        "SimMarkovChain"
      ]
    },
    {
      "page": "SimMixtureCop",
      "title": "Simulation of bivariate mixture copula model",
      "topics": [
        "SimMixtureCop"
      ]
    },
    {
      "page": "SnB",
      "title": "Cramer-von Mises statistic SnB for GOF based on the Rosenblatt transform",
      "topics": [
        "SnB"
      ]
    },
    {
      "page": "Tau2Rho",
      "title": "Spearman's rho",
      "topics": [
        "Tau2Rho"
      ]
    }
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