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",
                        family = "Trimborn",
                        role = c("aut", "cre"),
                        email = "trimborn.econometrics@gmail.com"),
		person(given = "Ostap",
                        family = "Okhrin",
                        role = "aut",
                        email = "ostap.okhrin@tu-dresden.de"),
                 person(given = "Martin",
                        family = "Waltz",
                        role = "aut",
                        email = "martin.waltz@tu-dresden.de"))
LazyLoad: yes
LazyData: true
Depends: R (>= 1.9.0), copula (>= 1.0-1)
Imports: foreach, parallel, doSNOW, R.utils, SparseGrid, numDeriv,
        VineCopula (>= 2.0.5), methods, stats, MASS, utils, yarrr,
        progress, crayon
Description: Several Goodness-of-Fit (GoF) tests for Copulae are
        provided. A new hybrid test, Zhang et al. (2016)
        <doi:10.1016/j.jeconom.2016.02.017> is implemented which
        supports all of the individual tests in the package, e.g.
        Genest et al. (2009) <doi:10.1016/j.insmatheco.2007.10.005>.
        Estimation methods for the margins are provided and all the
        tests support parameter estimation and predefined values. The
        parameters are estimated by pseudo maximum likelihood but if it
        fails the estimation switches automatically to inversion of
        Kendall's tau. For reproducibility of results, the functions
        support the definition of seeds. Also all the tests support
        automatized parallelization of the bootstrapping tasks. The
        package provides an interface to perform new GoF tests by
        submitting the test statistic.
License: GPL (>=3)
NeedsCompilation: yes
Packaged: 2026-06-22 11:40:24 UTC; 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],
  Ostap Okhrin [aut],
  Martin Waltz [aut]
Maintainer: Simon Trimborn <trimborn.econometrics@gmail.com>