subrank: Computes Copula using Ranks and Subsampling

Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases.

Version:	0.9.9.1
Published:	2018-06-24
Author:	Jerome Collet
Maintainer:	Jerome Collet <jeromepcollet at gmail.com>
License:	GPL (≥ 3)
NeedsCompilation:	yes
CRAN checks:	subrank results

Documentation:

Reference manual:

subrank.pdf

Downloads:

Package source:	subrank_0.9.9.1.tar.gz
Windows binaries:	r-devel: subrank_0.9.9.1.zip, r-release: subrank_0.9.9.1.zip, r-oldrel: subrank_0.9.9.1.zip
macOS binaries:	r-release (arm64): subrank_0.9.9.1.tgz, r-oldrel (arm64): subrank_0.9.9.1.tgz, r-release (x86_64): subrank_0.9.9.1.tgz, r-oldrel (x86_64): subrank_0.9.9.1.tgz
Old sources:	subrank archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=subrank to link to this page.