Package: HMMcopula
Type: Package
Title: Markov Regime Switching Copula Models Estimation and
        Goodness-of-Fit
Version: 1.1.0
Authors@R: c( person(c("Bouchra","R."), "Nasri", role = c("aut"), email = "bouchra.nasri@umontreal.ca"),
        person(c("Bruno","N"), "Remillard", role = c("aut","cre","cph"),email = "bruno.remillard@hec.ca"),
        person(c("Mamadou","Yamar"), "Thioub", role = c("aut"),email = "mamadou-yamar.thioub@hec.ca"),
        person(c("Romanic"), "Pieugueu", role = c("aut"),email = "romanic.pieugueu@gerad.ca"))
Maintainer: Bruno N Remillard <bruno.remillard@hec.ca>
Description: Estimation procedures and goodness-of-fit test for several Markov regime switching models and mixtures of  bivariate copula models. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses Rosenblatt's transform and parametric bootstrap to estimate the p-value. The proposed methodologies are described in Nasri, Remillard and Thioub (2020) <doi:10.1002/cjs.11534>.
License: GPL (>= 2)
Encoding: UTF-8
Depends: mvtnorm, foreach, doParallel, copula
RoxygenNote: 7.3.2
NeedsCompilation: no
Packaged: 2024-10-01 11:44:22 UTC; 49009427
Author: Bouchra R. Nasri [aut],
  Bruno N Remillard [aut, cre, cph],
  Mamadou Yamar Thioub [aut],
  Romanic Pieugueu [aut]
Repository: CRAN
Date/Publication: 2024-10-02 16:40:09 UTC
Built: R 4.6.0; ; 2026-04-27 17:32:27 UTC; unix
