The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Estimation procedures and goodness-of-fit test for several Markov regime switching models and mixtures of bivariate copula models. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses Rosenblatt's transform and parametric bootstrap to estimate the p-value. The proposed methodologies are described in Nasri, Remillard and Thioub (2020) <doi:10.1002/cjs.11534>.
| Version: | 1.1.0 |
| Depends: | mvtnorm, foreach, doParallel, copula |
| Published: | 2024-10-02 |
| DOI: | 10.32614/CRAN.package.HMMcopula |
| Author: | Bouchra R. Nasri [aut], Bruno N Remillard [aut, cre, cph], Mamadou Yamar Thioub [aut], Romanic Pieugueu [aut] |
| Maintainer: | Bruno N Remillard <bruno.remillard at hec.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | HMMcopula results |
| Reference manual: | HMMcopula.pdf |
| Package source: | HMMcopula_1.1.0.tar.gz |
| Windows binaries: | r-devel: HMMcopula_1.1.0.zip, r-release: HMMcopula_1.1.0.zip, r-oldrel: HMMcopula_1.1.0.zip |
| macOS binaries: | r-release (arm64): HMMcopula_1.1.0.tgz, r-oldrel (arm64): HMMcopula_1.1.0.tgz, r-release (x86_64): HMMcopula_1.1.0.tgz, r-oldrel (x86_64): HMMcopula_1.1.0.tgz |
| Old sources: | HMMcopula archive |
Please use the canonical form https://CRAN.R-project.org/package=HMMcopula to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.