Package: subrank
Type: Package
Title: Computes Copula using Ranks and Subsampling
Version: 0.9.9.3
Date: 2023-04-06
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: 2023-04-05 13:54:30 UTC; Jerome
Repository: CRAN
Date/Publication: 2023-04-05 17:50:05 UTC
Built: R 4.3.1; x86_64-w64-mingw32; 2023-10-20 01:40:06 UTC; windows
Archs: x64
