Package: subrank
Type: Package
Title: Computes Copula using Ranks and Subsampling
Version: 0.9.9.1
Date: 2018-06-24
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.
License: GPL (>= 3)
LazyLoad: yes
NeedsCompilation: yes
Packaged: 2018-06-23 21:44:43 UTC; Jerome
Repository: CRAN
Date/Publication: 2018-06-24 06:24:12 UTC
Built: R 4.0.3; x86_64-w64-mingw32; 2020-10-15 19:59:44 UTC; windows
Archs: i386, x64
