subrank: Computes Copula using Ranks and Subsampling

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

Downloads:

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 El Capitan binaries: r-release: subrank_0.9.7.tgz
OS X Mavericks binaries: r-oldrel: subrank_0.9.7.tgz
Old sources: subrank archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=subrank to link to this page.