Computes Copula using Ranks and Subsampling

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.


Reference manual

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install.packages("subrank")

0.9.9.3 by Jerome Collet, 3 years ago


Browse source code at https://github.com/cran/subrank


Authors: Jerome Collet


Documentation:   PDF Manual  


GPL (>= 3) license



See at CRAN