gofCopula

Package: gofCopula
Type: Package
Title: Goodness-of-Fit Tests for Copulae
Version: 0.1-3
Date: 2016-06-09
Author: Ostap Okhrin <ostap.okhrin@tu-dresden.de>,
Simon Trimborn <simon.trimborn@wiwi.hu-berlin.de>,
Shulin Zhang <slzhang@swufe.edu.cn>,
Qian M. Zhou <qmzhou@sfu.ca>
Maintainer: Simon Trimborn <simon.trimborn@wiwi.hu-berlin.de>
LazyLoad: yes
LazyData: true
Depends: R (>= 1.9.0), copula, foreach, parallel, doParallel
Imports: SparseGrid, numDeriv, VineCopula, methods, stats, MASS, utils
Description: Several GoF tests for Copulae are provided. A new hybrid test is implemented which supports all of the individual tests. Estimation methods for the margins are provided. All the tests support parameter estimation and predefined values. The parameters are estimated by pseudo maximum likelihood but if it fails the estimation switches automatically to inversion of Kendall's tau.
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2016-06-13 10:45:32 UTC; trimborns
Repository: CRAN
Date/Publication: 2016-06-13 13:07:00

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'gofCopula' ...
** package 'gofCopula' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'gofCopula'
    finding HTML links ... done
    AD_tests_stop1                          html  
    AD_tests_stop2                          html  
    IndexReturns                            html  
    Rn_tests_stop                           html  
    test_gofco                              html  
    test_hybrid                             html  
    tests11                                 html  
    tests12                                 html  
    tests2                                  html  
    tests_CheckTime                         html  
    tests_copula1                           html  
    finding level-2 HTML links ... done

    tests_copula2                           html  
    tests_copula4                           html  
    tests_copula6                           html  
    tests_copula7                           html  
    tests_gof                               html  
    tests_vine11                            html  
    tests_vine12                            html  
    tests_vine2                             html  
    tests_which1                            html  
    tests_which2                            html  
** building package indices
** testing if installed package can be loaded
* DONE (gofCopula)
Making 'packages.html' ... done