This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.
| Version: | 1.0 |
| Published: | 2012-10-19 |
| Author: | Bruno Remillard and Jean-Francois Plante |
| Maintainer: | Bruno Remillard <bruno.remillard at hec.ca> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | TwoCop results |
| Package source: | TwoCop_1.0.tar.gz |
| MacOS X binary: | TwoCop_1.0.tgz |
| Windows binary: | TwoCop_1.0.zip |
| Reference manual: | TwoCop.pdf |