Package: pacotest 0.4.2
Malte S. Kurz
pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas
Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2022) <doi:10.1214/22-EJS2051>). The tests can be applied to check whether a conditional copula coincides with its partial copula. Functions to test whether a regular vine copula satisfies the so-called simplifying assumption or to test a single copula within a regular vine copula to be a (j-1)-th order partial copula are available. The CCC test comes with a decision tree approach to allow testing in high-dimensional settings.
Authors:
pacotest_0.4.2.tar.gz
pacotest_0.4.2.tar.gz(r-4.5-noble)pacotest_0.4.2.tar.gz(r-4.4-noble)
pacotest_0.4.2.tgz(r-4.4-emscripten)pacotest_0.4.2.tgz(r-4.3-emscripten)
pacotest.pdf |pacotest.html✨
pacotest/json (API)
NEWS
| # Install 'pacotest' in R: |
| install.packages('pacotest', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/maltekurz/pacotest/issues
Last updated 2 years agofrom:e742411753. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 23 2024 |
| R-4.5-linux-x86_64 | OK | Nov 23 2024 |
Exports:pacotestpacotestRvineSeqpacotestRvineSingleCopulapacotestset
Dependencies:ADGofTestclicolorspacefansifarverggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellmvtnormnlmenumDerivpillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangscalestibbleutf8vctrsVineCopulaviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas | pacotest-package |
| Testing for the Partial Copula and the Simplifying Assumption for a Single Bivariate Conditional Copula | pacotest |
| Sequentially Testing the Simplifying Assumption for R-Vine Copulas | pacotestRvineSeq |
| Testing for a Single (j-1)-th Order Partial Copula in a R-Vine Copula | pacotestRvineSingleCopula |
| Create and Alter a Pacotest Options List | pacotestset |