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Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2022) <doi:10.1214/22-EJS2051>). The tests can be applied to check whether a conditional copula coincides with its partial copula. Functions to test whether a regular vine copula satisfies the so-called simplifying assumption or to test a single copula within a regular vine copula to be a (j-1)-th order partial copula are available. The CCC test comes with a decision tree approach to allow testing in high-dimensional settings.
| Version: | 0.4.2 |
| Imports: | Rcpp (≥ 0.11.4), VineCopula (≥ 2.0.5), numDeriv, ggplot2 (≥ 2.0.0), gridExtra, methods |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, covr |
| Published: | 2022-11-04 |
| DOI: | 10.32614/CRAN.package.pacotest |
| Author: | Malte S. Kurz [aut, cre] |
| Maintainer: | Malte S. Kurz <mkurz-software at gmx.de> |
| BugReports: | https://github.com/MalteKurz/pacotest/issues |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Citation: | pacotest citation info |
| Materials: | README NEWS |
| CRAN checks: | pacotest results |
| Reference manual: | pacotest.pdf |
| Package source: | pacotest_0.4.2.tar.gz |
| Windows binaries: | r-devel: pacotest_0.4.2.zip, r-release: pacotest_0.4.2.zip, r-oldrel: pacotest_0.4.2.zip |
| macOS binaries: | r-release (arm64): pacotest_0.4.2.tgz, r-oldrel (arm64): pacotest_0.4.2.tgz, r-release (x86_64): pacotest_0.4.2.tgz, r-oldrel (x86_64): pacotest_0.4.2.tgz |
| Old sources: | pacotest archive |
| Reverse depends: | pencopulaCond |
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