Package: CondCopulas
Type: Package
Title: Estimation and Inference for Conditional Copula Models
Version: 0.1.3
Date: 2023-09-22
Authors@R: c(
    person("Alexis", "Derumigny", , email = "a.f.f.derumigny@tudelft.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
    person("Jean-David", "Fermanian", , email = "Jean-David.Fermanian@ensae.fr", role = c("ctb","ths"), comment = c(ORCID = "0000-0001-5960-5555")),
    person("Aleksey", "Min", , role = "ctb", comment = c(ORCID = "0000-0001-6928-4556")),
    person("Rutger", "van der Spek", , role = "ctb")
	)
Description: 
    Provides functions for the estimation of conditional copulas models,
    various estimators of conditional Kendall's tau
    (proposed in Derumigny and Fermanian (2019a, 2019b, 2020)
    <doi:10.1515/demo-2019-0016>,
    <doi:10.1016/j.csda.2019.01.013>,
    <doi:10.1016/j.jmva.2020.104610>),
    and test procedures for the simplifying assumption
    (proposed in Derumigny and Fermanian (2017) <doi:10.1515/demo-2017-0011>
    and Derumigny, Fermanian and Min (2022) <doi:10.1002/cjs.11742>).
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.3
Suggests: MASS, knitr, rmarkdown, ggplot2, mvtnorm
Imports: VineCopula, pbapply, glmnet, ordinalNet, tree, nnet,
        data.tree, statmod, wdm
VignetteBuilder: knitr
BugReports: https://github.com/AlexisDerumigny/CondCopulas/issues
URL: https://github.com/AlexisDerumigny/CondCopulas
NeedsCompilation: no
Packaged: 2023-09-26 15:23:59 UTC; aderumigny
Author: Alexis Derumigny [aut, cre] (<https://orcid.org/0000-0002-6163-8097>),
  Jean-David Fermanian [ctb, ths]
    (<https://orcid.org/0000-0001-5960-5555>),
  Aleksey Min [ctb] (<https://orcid.org/0000-0001-6928-4556>),
  Rutger van der Spek [ctb]
Maintainer: Alexis Derumigny <a.f.f.derumigny@tudelft.nl>
Repository: CRAN
Date/Publication: 2023-09-26 16:20:02 UTC
Built: R 4.2.0; ; 2023-09-26 18:08:42 UTC; unix
