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. Vignette provides some theoretical documentation.
| Version: | 0.9.7 |
| Published: | 2016-04-01 |
| Author: | Jerome Collet |
| Maintainer: | Jerome Collet <jeromepcollet at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | subrank results |
| Reference manual: | subrank.pdf |
| Vignettes: |
Subrank |
| Package source: | subrank_0.9.7.tar.gz |
| Windows binaries: | r-devel: subrank_0.9.7.zip, r-release: subrank_0.9.7.zip, r-oldrel: subrank_0.9.7.zip |
| OS X Mavericks binaries: | r-release: subrank_0.9.7.tgz, r-oldrel: subrank_0.9.7.tgz |
| Old sources: | subrank archive |
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