Package: pacotest
Type: Package
Title: Testing for Partial Copulas and the Simplifying Assumption in
        Vine Copulas
Version: 0.4.0
Date: 2020-12-15
Authors@R: person("Malte S.", "Kurz", email = "malte.simon.kurz@uni-hamburg.de",
  role = c("aut", "cre"))
Maintainer: Malte S. Kurz <malte.simon.kurz@uni-hamburg.de>
Description: Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2017) <arXiv:1706.02338>). 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.
License: MIT + file LICENSE
Imports: Rcpp (>= 0.11.4), VineCopula (>= 2.0.5), numDeriv, ggplot2(>=
        2.0.0), gridExtra, methods
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, covr
BugReports: https://github.com/MalteKurz/pacotest/issues
NeedsCompilation: yes
Packaged: 2020-12-15 11:18:48 UTC; runner
Author: Malte S. Kurz [aut, cre]
Repository: CRAN
Date/Publication: 2020-12-15 13:10:02 UTC
Built: R 3.6.3; x86_64-w64-mingw32; 2021-05-12 22:12:25 UTC; windows
Archs: i386, x64
