Package: subrank
Type: Package
Title: Computes Copula using Ranks and Subsampling
Version: 0.9.7
Date: 2016-03-31
Author: Jerome Collet
Maintainer: Jerome Collet <jeromepcollet@gmail.com>
Description: Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases. Vignette provides some theoretical documentation.
License: GPL (>= 3)
LazyLoad: yes
NeedsCompilation: yes
Packaged: 2016-03-31 20:36:23 UTC; collet
Repository: CRAN
Date/Publication: 2016-04-01 10:13:27
