{ "_id": "6a122940acfb0bcc41d0684e", "Package": "gofCopula", "Type": "Package", "Title": "Goodness-of-Fit Tests for Copulae", "Version": "0.4-3", "Date": "2025-08-26", "Authors@R": "c(person(given = \"Simon\",\nfamily = \"Trimborn\",\nrole = c(\"aut\", \"cre\"),\nemail = \"trimborn.econometrics@gmail.com\"),\nperson(given = \"Ostap\",\nfamily = \"Okhrin\",\nrole = \"aut\",\nemail = \"ostap.okhrin@tu-dresden.de\"),\nperson(given = \"Martin\",\nfamily = \"Waltz\",\nrole = \"aut\",\nemail = \"martin.waltz@tu-dresden.de\"))", "LazyLoad": "yes", "LazyData": "true", "Description": "Several Goodness-of-Fit (GoF) tests for Copulae are\nprovided. A new hybrid test, Zhang et al. (2016)\n is implemented which\nsupports all of the individual tests in the package, e.g.\nGenest et al. (2009) .\nEstimation methods for the margins are provided and all the\ntests support parameter estimation and predefined values. The\nparameters are estimated by pseudo maximum likelihood but if it\nfails the estimation switches automatically to inversion of\nKendall's tau. For reproducibility of results, the functions\nsupport the definition of seeds. Also all the tests support\nautomatized parallelization of the bootstrapping tasks. The\npackage provides an interface to perform new GoF tests by\nsubmitting the test statistic.", "License": "GPL (>=3)", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-23 22:20:40 UTC", "User": "root" }, "RoxygenNote": "7.3.2", "Config/pak/sysreqs": "libgsl0-dev libicu-dev libjpeg-dev pari-gp", "Repository": "https://simontrimborn.r-universe.dev", "Date/Publication": "2025-08-26 14:28:08 UTC", "RemoteUrl": "https://github.com/simontrimborn/gofcopula", "RemoteRef": "HEAD", "RemoteSha": "d10455783bbdc78c84e93731efe8c413441de45e", "Author": "Simon Trimborn [aut, cre],\nOstap Okhrin [aut],\nMartin Waltz [aut]", "Maintainer": "Simon Trimborn ", "MD5sum": "d612ba1a74583cb7b82940bf7614e30f", "_user": "simontrimborn", "_type": "src", "_file": "gofCopula_0.4-3.tar.gz", "_fileid": "651f96c994b10433b517ed91f634138530669799d897f361a4a0c00182d3bfb4", "_filesize": 628635, "_sha256": "651f96c994b10433b517ed91f634138530669799d897f361a4a0c00182d3bfb4", "_created": "2026-05-23T22:20:40.000Z", "_published": "2026-05-23T22:25:04.201Z", "_distro": "noble", "_jobs": [ { "job": 77553532829, "time": 222, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7180216508" }, { "job": 77553532858, "time": 218, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7180215954" }, { "job": 77553532812, "time": 107, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7180204154" }, { "job": 77553532823, "time": 124, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7180205814" }, { "job": 77553347946, "time": 201, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7180193127" }, { "job": 77553532818, "time": 118, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7180205276" }, { "job": 77553532830, "time": 172, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7180210930" }, { "job": 77553532834, "time": 174, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7180211105" }, { "job": 77553532831, "time": 151, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7180208622" } ], "_buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/simontrimborn/gofcopula", "_commit": { "id": "d10455783bbdc78c84e93731efe8c413441de45e", "author": "Simon Trimborn ", "committer": "Simon Trimborn ", "message": "minor updates\n", "time": 1756218488 }, "_maintainer": { "name": "Simon Trimborn", "email": "trimborn.econometrics@gmail.com", "login": "simontrimborn", "twitter": "@SimonTrimborn", "description": "", "uuid": 15048149 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 1.9.0", "role": "Depends" }, { "package": "copula", "version": ">= 1.0-1", "role": "Depends" }, { "package": "foreach", "role": "Imports" }, { "package": "parallel", "role": "Imports" }, { "package": "doSNOW", "role": "Imports" }, { "package": "R.utils", "role": "Imports" }, { "package": "SparseGrid", "role": "Imports" }, { "package": "numDeriv", "role": "Imports" }, { "package": "VineCopula", "version": ">= 2.0.5", "role": "Imports" }, { "package": "methods", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "yarrr", "role": "Imports" }, { "package": "progress", "role": "Imports" }, { "package": "crayon", "role": "Imports" } ], "_owner": "simontrimborn", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-35", "n": 1 } ], "_tags": [], "_stars": 0, "_contributors": [ { "user": "simontrimborn", "count": 6, "uuid": 15048149 } ], "_userbio": { "uuid": 15048149, "type": "user", "name": "Simon Trimborn" }, "_downloads": { "count": 247, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/gofCopula" }, "_mentions": 1, "_devurl": "https://github.com/simontrimborn/gofcopula", "_searchresults": 49, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/gofCopula.html", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/simontrimborn/gofcopula", "_realowner": "simontrimborn", "_cranurl": true, "_releases": [ { "version": "0.1-1", "date": "2015-11-04" }, { "version": "0.1-2", "date": "2016-01-27" }, { "version": "0.1-3", "date": "2016-06-13" }, { "version": "0.2-1", "date": "2016-09-16" }, { "version": "0.2-2", "date": "2016-09-22" }, { "version": "0.2-3", "date": "2016-10-03" }, { "version": "0.2-4", "date": "2018-10-17" }, { "version": "0.3-1", "date": "2020-01-23" }, { "version": "0.3-2", "date": "2020-03-26" }, { "version": "0.3-3", "date": "2020-06-14" }, { "version": "0.4-1", "date": "2021-04-22" }, { "version": "0.4-2", "date": "2025-05-09" }, { "version": "0.4-3", "date": "2025-08-27" } ], "_exports": [ "CopulaTestTable", "gof", "gofArchmChisq", "gofArchmGamma", "gofArchmSnB", "gofArchmSnC", "gofCheckTime", "gofco", "gofCopula4Test", "gofCustomTest", "gofCvM", "gofGetHybrid", "gofKendallCvM", "gofKendallKS", "gofKernel", "gofKS", "gofOutputHybrid", "gofPIOSRn", "gofPIOSTn", "gofRosenblattChisq", "gofRosenblattGamma", "gofRosenblattSnB", "gofRosenblattSnC", "gofTest4Copula", "gofWhich", "gofWhichCopula", "gofWhite" ], "_datasets": [ { "name": "Banks", "title": "Volatility-adjusted log returns of the two Banks Citigroup and Bank of America.", "object": "Banks", "class": [ "list" ], "fields": [], "table": false, "tojson": true }, { "name": "CryptoCurrencies", "title": "Volatility-adjusted log returns of the two Cryptocurrencies Bitcoin and Litecoin.", "object": "CryptoCurrencies", "class": [ "list" ], "fields": [], "table": false, "tojson": true }, { "name": "IndexReturns2D", "title": "Log returns of european stock indices", "object": "IndexReturns2D", "class": [ "matrix", "array" ], "fields": [ "DAX", "SMI" ], "rows": 100, "table": true, "tojson": true }, { "name": "IndexReturns3D", "title": "Log returns of european stock indices", "object": "IndexReturns3D", "class": [ "matrix", "array" ], "fields": [ "DAX", "SMI", "CAC" ], "rows": 200, "table": true, "tojson": true } ], "_help": [ { "page": "Banks", "title": "Volatility-adjusted log returns of the two Banks Citigroup and Bank of America.", "topics": [ "Banks" ] }, { "page": "CopulaTestTable", "title": "Applicable dimensions and copula for each test", "topics": [ "CopulaTestTable" ] }, { "page": "CryptoCurrencies", "title": "Volatility-adjusted log returns of the two Cryptocurrencies Bitcoin and Litecoin.", "topics": [ "CryptoCurrencies" ] }, { "page": "gof", "title": "Combining function for tests", "topics": [ "gof" ] }, { "page": "gofArchmChisq", "title": "ArchmChisq Gof test using the Anderson-Darling test statistic and the chi-square distribution", "topics": [ "gofArchmChisq" ] }, { "page": "gofArchmGamma", "title": "The ArchmGamma Gof test using the Anderson-Darling test statistic and the gamma distribution", "topics": [ "gofArchmGamma" ] }, { "page": "gofArchmSnB", "title": "The ArchmSnB test based on the Rosenblatt transformation for archimedean copula", "topics": [ "gofArchmSnB" ] }, { "page": "gofArchmSnC", "title": "The ArchmSnC test based on the Rosenblatt transformation for archimedean copula", "topics": [ "gofArchmSnC" ] }, { "page": "gofCheckTime", "title": "Combining function for tests", "topics": [ "gofCheckTime" ] }, { "page": "gofco", "title": "Interface with copula class", "topics": [ "gofco" ] }, { "page": "gofCopula4Test", "title": "Implemented copula for a certain test", "topics": [ "gofCopula4Test" ] }, { "page": "gofCustomTest", "title": "Function to derive own tests", "topics": [ "gofCustomTest" ] }, { "page": "gofCvM", "title": "The CvM gof test using the empirical copula", "topics": [ "gofCvM" ] }, { "page": "gofGetHybrid", "title": "GetHybrid gof test", "topics": [ "gofGetHybrid" ] }, { "page": "gofKendallCvM", "title": "gof test (Cramer-von Mises) based on Kendall's process", "topics": [ "gofKendallCvM" ] }, { "page": "gofKendallKS", "title": "gof test (Kolmogorov-Smirnov) based on Kendall's process", "topics": [ "gofKendallKS" ] }, { "page": "gofKernel", "title": "2 dimensional gof test of Scaillet (2007)", "topics": [ "gofKernel" ] }, { "page": "gofKS", "title": "The KS gof test using the empirical copula", "topics": [ "gofKS" ] }, { "page": "gofOutputHybrid", "title": "Output Hybrid gof test", "topics": [ "gofOutputHybrid" ] }, { "page": "gofPIOSRn", "title": "2 and 3 dimensional gof test based on the in-and-out-of-sample approach", "topics": [ "gofPIOSRn" ] }, { "page": "gofPIOSTn", "title": "2 and 3 dimensional gof test based on the in-and-out-of-sample approach", "topics": [ "gofPIOSTn" ] }, { "page": "gofRosenblattChisq", "title": "Gof test using the Anderson-Darling test statistic and the chi-square distribution", "topics": [ "gofRosenblattChisq" ] }, { "page": "gofRosenblattGamma", "title": "Gof test using the Anderson-Darling test statistic and the gamma distribution", "topics": [ "gofRosenblattGamma" ] }, { "page": "gofRosenblattSnB", "title": "The SnB test based on the Rosenblatt transformation", "topics": [ "gofRosenblattSnB" ] }, { "page": "gofRosenblattSnC", "title": "The SnC test based on the Rosenblatt transformation", "topics": [ "gofRosenblattSnC" ] }, { "page": "gofTest4Copula", "title": "Applicable gof tests for testing problem", "topics": [ "gofTest4Copula" ] }, { "page": "gofWhich", "title": "The function 'gofWhich' was renamed to 'gofTest4Copula'. Please use 'gofTest4Copula'.", "topics": [ "gofWhich" ] }, { "page": "gofWhichCopula", "title": "The function 'gofWhichCopula' was renamed to 'gofCopula4Test'. Please use 'gofCopula4Test'.", "topics": [ "gofWhichCopula" ] }, { "page": "gofWhite", "title": "2 dimensional gof tests based on White's information matrix equality.", "topics": [ "gofWhite" ] }, { "page": "IndexReturns2D", "title": "Log returns of european stock indices", "topics": [ "IndexReturns2D" ] }, { "page": "IndexReturns3D", "title": "Log returns of european stock indices", "topics": [ "IndexReturns3D" ] }, { "page": "plot.gofCOP", "title": "Plotting function for objects of class gofCOP", "topics": [ "plot.gofCOP" ] }, { "page": "print.gofCOP", "title": "Printing function for objects of class gofCOP", "topics": [ "print.gofCOP" ] }, { "page": "print.goftime", "title": "Printing function for an object of class goftime. goftime objects are created by the function gofCheckTime.", "topics": [ "print.goftime" ] } ], "_readme": "https://github.com/simontrimborn/gofcopula/raw/HEAD/README.md", "_rundeps": [ "ADGofTest", "BayesFactor", "circlize", "cli", "cluster", "coda", "codetools", "colorspace", "contfrac", "copula", "crayon", "deSolve", "doSNOW", "elliptic", "foreach", "GlobalOptions", "glue", "gsl", "hms", "hypergeo", "iterators", "jpeg", "lattice", "lifecycle", "magrittr", "MASS", "Matrix", "MatrixModels", "mvtnorm", "numDeriv", "pbapply", "pcaPP", "pkgconfig", "prettyunits", "progress", "pspline", "R.methodsS3", "R.oo", "R.utils", "R6", "Rcpp", "RcppEigen", "rlang", "shape", "snow", "SparseGrid", "stabledist", "stringi", "stringr", "vctrs", "VineCopula", "yarrr" ], "_score": 3.3891660843645326, "_indexed": true, "_nocasepkg": "gofcopula", "_universes": [ "simontrimborn" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.4-3", "date": "2026-05-23T22:23:16.000Z", "distro": "noble", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "a85deb278ef2848e730aff7d55c7d611ba98e76c860205de09a0b94c78146a45", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" }, { "r": "4.6.0", "os": "linux", "version": "0.4-3", "date": "2026-05-23T22:23:14.000Z", "distro": "noble", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "45360f119c858f750de56fdaed06130abccfc3f546708344438a3ca44181ccb0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" }, { "r": "4.5.3", "os": "mac", "version": "0.4-3", "date": "2026-05-23T22:22:12.000Z", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "2c6423207980657959337b83512b81c6b4322e00a5cdfa2fd2bdb0c2dd72e99f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" }, { "r": "4.6.0", "os": "mac", "version": "0.4-3", "date": "2026-05-23T22:22:20.000Z", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "3c5a6654e0ac5a372d68989f7ead8ed0c8b2eb73ec4b4608af28ebae8c7195c6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" }, { "r": "4.6.0", "os": "wasm", "version": "0.4-3", "date": "2026-05-23T22:23:04.000Z", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "f25166941e1fea9a5f509bf7ca105ce3729a0ab8c81edf33de62a53c330d1a54", "status": "success", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" }, { "r": "4.7.0", "os": "win", "version": "0.4-3", "date": "2026-05-23T22:22:14.000Z", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "4d102a68d8f4068a41f41ffff5f793cffce344bd30baaefa53d4d99f5f2297ca", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" }, { "r": "4.5.3", "os": "win", "version": "0.4-3", "date": "2026-05-23T22:22:19.000Z", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "506f84c880d24f96e1e4ba77f9fe44e22d27a03496b5733b03e9762af74a513b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" }, { "r": "4.6.0", "os": "win", "version": "0.4-3", "date": "2026-05-23T22:21:58.000Z", "commit": "d10455783bbdc78c84e93731efe8c413441de45e", "fileid": "769b6556016206c6b3b831d5370386b616e926effd73c8dfe0f714284837e9ce", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26327559478" } ] }