Package: CondCopulas
Type: Package
Title: Estimation and Inference for Conditional Copula Models
Version: 0.2.0
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>),
    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>),
    and measures of non-simplifyingness
    (proposed in Derumigny (2025) <doi:10.48550/arXiv.2504.07704>).
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.3
Suggests: MASS, knitr, rmarkdown, DiagrammeR, ggplot2, mvtnorm,
        testthat (>= 3.0.0)
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
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2025-11-24 13:34:38 UTC; aderumigny
Author: Alexis Derumigny [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-6163-8097>),
  Jean-David Fermanian [ctb, ths] (ORCID:
    <https://orcid.org/0000-0001-5960-5555>),
  Aleksey Min [ctb] (ORCID: <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: 2025-11-24 15:50:01 UTC
Built: R 4.6.0; ; 2026-04-26 06:40:10 UTC; unix
