To cite the 'pacotest' package in publications use:
Kurz M (2021). pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas. R package version 0.4.1.
Kurz M, Spanhel F (2017). “Testing the simplifying assumption in high-dimensional vine copulas.” ArXiv e-prints https://arxiv.org/abs/1706.02338.
A BibTeX entry for LaTeX users can be obtained by calling: toBibtex(citation("pacotest"))
Corresponding BibTeX entries:
@Manual{,
title = {pacotest: Testing for Partial Copulas and the Simplifying
Assumption in Vine Copulas},
author = {Malte S. Kurz},
year = {2021},
note = {R package version 0.4.1},
}
@Unpublished{,
author = {Malte S. Kurz and Fabian Spanhel},
title = {Testing the simplifying assumption in high-dimensional
vine copulas},
note = {ArXiv e-prints https://arxiv.org/abs/1706.02338},
year = {2017},
}