DESCRIPTION

Package: pacotest
Type: Package
Title: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas
Version: 0.4.2
Authors@R: person("Malte S.", "Kurz", email = "mkurz-software@gmx.de",
  role = c("aut", "cre"))
Maintainer: Malte S. Kurz <mkurz-software@gmx.de>
Description: 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.
License: MIT + file LICENSE
Imports: Rcpp (>= 0.11.4), VineCopula (>= 2.0.5), numDeriv, ggplot2(>= 2.0.0), gridExtra, methods
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, covr
BugReports: https://github.com/MalteKurz/pacotest/issues