R: Goodness-of-Fit Tests for Copulae

# Goodness-of-Fit Tests for Copulae

## Documentation for package ‘gofCopula’ version 0.4-3

- DESCRIPTION file

## Help Pages

Banks | Volatility-adjusted log returns of the two Banks Citigroup and Bank of America.
CopulaTestTable | Applicable dimensions and copula for each test
CryptoCurrencies | Volatility-adjusted log returns of the two Cryptocurrencies Bitcoin and Litecoin.
gof | Combining function for tests
gofArchmChisq | ArchmChisq Gof test using the Anderson-Darling test statistic and the chi-square distribution
gofArchmGamma | The ArchmGamma Gof test using the Anderson-Darling test statistic and the gamma distribution
gofArchmSnB | The ArchmSnB test based on the Rosenblatt transformation for archimedean copula
gofArchmSnC | The ArchmSnC test based on the Rosenblatt transformation for archimedean copula
gofCheckTime | Combining function for tests
gofco | Interface with copula class
gofCopula4Test | Implemented copula for a certain test
gofCustomTest | Function to derive own tests
gofCvM | The CvM gof test using the empirical copula
gofGetHybrid | GetHybrid gof test
gofKendallCvM | gof test (Cramer-von Mises) based on Kendall's process
gofKendallKS | gof test (Kolmogorov-Smirnov) based on Kendall's process
gofKernel | 2 dimensional gof test of Scaillet (2007)
gofKS | The KS gof test using the empirical copula
gofOutputHybrid | Output Hybrid gof test
gofPIOSRn | 2 and 3 dimensional gof test based on the in-and-out-of-sample approach
gofPIOSTn | 2 and 3 dimensional gof test based on the in-and-out-of-sample approach
gofRosenblattChisq | Gof test using the Anderson-Darling test statistic and the chi-square distribution
gofRosenblattGamma | Gof test using the Anderson-Darling test statistic and the gamma distribution
gofRosenblattSnB | The SnB test based on the Rosenblatt transformation
gofRosenblattSnC | The SnC test based on the Rosenblatt transformation
gofTest4Copula | Applicable gof tests for testing problem
gofWhich | The function 'gofWhich' was renamed to 'gofTest4Copula'. Please use 'gofTest4Copula'.
gofWhichCopula | The function 'gofWhichCopula' was renamed to 'gofCopula4Test'. Please use 'gofCopula4Test'.
gofWhite | 2 dimensional gof tests based on White's information matrix equality.
IndexReturns2D | Log returns of european stock indices
IndexReturns3D | Log returns of european stock indices
plot.gofCOP | Plotting function for objects of class gofCOP
print.gofCOP | Printing function for objects of class gofCOP
print.goftime | Printing function for an object of class goftime. goftime objects are created by the function gofCheckTime.