Package: CondCopulas Type: Package Title: Estimation and Inference for Conditional Copula Models Version: 0.1.3 Date: 2023-09-22 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) , , ), and test procedures for the simplifying assumption (proposed in Derumigny and Fermanian (2017) and Derumigny, Fermanian and Min (2022) ). License: GPL-3 Encoding: UTF-8 RoxygenNote: 7.2.3 Suggests: MASS, knitr, rmarkdown, ggplot2, mvtnorm 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 NeedsCompilation: no Packaged: 2023-09-26 15:23:59 UTC; aderumigny Author: Alexis Derumigny [aut, cre] (), Jean-David Fermanian [ctb, ths] (), Aleksey Min [ctb] (), Rutger van der Spek [ctb] Maintainer: Alexis Derumigny Repository: CRAN Date/Publication: 2023-09-26 16:20:02 UTC