CRAN

TwoCop 1.0

Nonparametric test of equality between two copulas

Released Oct 19, 2012 by Bruno Remillard

This package can be loaded by Renjin but all tests failed.

This package implements the nonparametric test of equality between two copulas proposed by Remillard and Scaillet in their 2009 JMVA paper.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>TwoCop</artifactId>
    <version>1.0-b248</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:TwoCop')

Test Results

This package was last tested against Renjin 0.9.2689 on Aug 26, 2018.

TwoCop-examples

Source

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