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To cite the 'pacotest' package in publications use:
Kurz M (2022). pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas. R package version 0.4.2.
Kurz M, Spanhel F (2022). “Testing the simplifying assumption in high-dimensional vine copulas.” Electronic Journal of Statistics, 16(2), 5226–5276.
A BibTeX entry for LaTeX users can be obtained by calling: toBibtex(citation("pacotest"))
Corresponding BibTeX entries:
@Manual{,
title = {pacotest: Testing for Partial Copulas and the Simplifying
Assumption in Vine Copulas},
author = {Malte S. Kurz},
year = {2022},
note = {R package version 0.4.2},
}
@Article{,
author = {Malte S. Kurz and Fabian Spanhel},
title = {Testing the simplifying assumption in high-dimensional
vine copulas},
volume = {16},
journal = {Electronic Journal of Statistics},
number = {2},
publisher = {Institute of Mathematical Statistics and Bernoulli
Society},
pages = {5226--5276},
year = {2022},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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