R Observatory: Metrics for CondCopulas version 0.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

CondCopulas

0.2.0Package record

Estimation and Inference for Conditional Copula Models

0packages depend

3.3Kdownloads / year

48.2%test coverage

13/13flavors OK

Overview

About

Maintained by Alexis DerumignyCRAN page ↗GitHub ↗Issues ↗

Provides functions for the estimation of conditional copulas models, various estimators of conditional Kendall's tau (proposed in Derumigny and Fermanian (2019a, 2019b, 2020) doi:10.1515/demo-2019-0016, doi:10.1016/j.csda.2019.01.013, doi:10.1016/j.jmva.2020.104610), test procedures for the simplifying assumption (proposed in Derumigny and Fermanian (2017) doi:10.1515/demo-2017-0011 and Derumigny, Fermanian and Min (2022) doi:10.1002/cjs.11742), and measures of non-simplifyingness (proposed in Derumigny (2025) doi:10.48550/arXiv.2504.07704).

Changes in 0.2.0

New features

New function measures_nonsimplifyingness_NP for the estimation of the

non-parametric measures of non-simplifyingness for conditional copulas,

introduced in arXiv:2504.07704.

Add more explicit warnings in estimateNPCondCopula when the bandwidth h

is too small. This should reduce the total number of warnings there when using

too small bandwidth. The previous behavior was the following: there would be 1

warning per value of X3 such that the total sum of kernel-based weights is 0.

The new behavior is the following: there is 1 warning per call of

estimateNPCondCopula.

Inputs Z and newZ to CKT.kernel can be of class data.frame, provided

that all the entries are numeric (and that the dimensions match).

Show all changes in 0.2.0Hide the rest of the changes in 0.2.0

Add option warnNA = FALSE to CKT.kernel for not raising warnings if some

of the estimated conditional Kendall's tau are NAs. The corresponding warning

has also been improved and is more explicit about the number of NAs produced,

in particular, if the input already contained NAs.

CKT.kernel now returns an S3 object of class estimated_CKT_kernel with

se, confint and plot methods.

In case of cross-validation, CKT.kernel also returns the result of the

corresponding function (CKT.hCV.l1out or CKT.hCV.Kfolds).

New option nPairs = "all" in CKT.hCV.l1out to use all possible pairs.

Also available in CKT.kernel if CKT.hCV.l1out is chosen as the

cross-validation method.

New S3 generic se for the standard errors. Currently only used for objects

returned by simpA.kendallReg and CKT.kernel.

Bug fixes

In simpA.NP and simpA.param, the parameter truncVal used to have no

effect (contrary to what was written in the documentation). It is now taken into

account. Also it is now checked that this parameter belongs to the interval

[0, 1/2) so that the integration interval is not empty.

In simpA.NP and simpA.param, the weights involved in the Gaussian

quadrature have been fixed to correspond to the correct integration interval.

Fix a bug in simpA.NP for computation of the integration-based test

statistics T1_CvM_Cs3, T1_CvM_Cs4, tilde_T0_CvM, which were incorrect of a

constant factor. P-values were unaffected by this bug, as the constant factor

was also present in the bootstrap test statistic.

Some errors occurring in CKT.kernel with a multivariate Z and small

bandwidth have been fixed.

Fix bug in computation of the standard errors in simpA.kendallReg. This

affected also the corresponding p-values of each estimated coefficients

(but not the p-value of the Wald-type test which are computed in another way).

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("CondCopulas", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("AlexisDerumigny/CondCopulas")

Development version from AlexisDerumigny/CondCopulas. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-condcopulas

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-CondCopulas

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-CondCopulas

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 16.0 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.0

READMEYes · 933 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.2.0Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 32
Examples that run: 97%29 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 94%
Documented parameters: 87%
Return-value docs: 97%
Help pages citing references: 72%

Vignettes (1)

Simulation and estimation from conditional copula models HTML

How these are measured

Downloads

3.3K

CRAN downloads in the past year

Rank #12,172 · ~9/day · ~272/mo

Releases R versions

Daily download trend is not available in this view yet.

34630 days

91390 days

3.3K1 year

Compare downloads with other packages →

Also on104 r2u7 autocran

How downloads are counted

Repository

alexisderumigny/condcopulas ↗Account: AlexisDerumigny

3Stars

3Forks

2Open issues

0Open PRs

4Releases

177Commits

3Commit identities

conditional-copulascopulasconditional-kendalls-tausimplifying-assumptionr-packager-pkg

177 commits · Last activity 2026-09-24 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 1,001
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2026-07-14 · 22026-08-26 · 3

How these are measured

PracticesBeta

5 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/alexisderumigny/condcopulas on 2026-10-22.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Installing CondCopulas adds 17 packages (9 with compiled code, 21 MB of source tarballs). Heaviest: stringi 11 MB, glmnet 2.7 MB, Rcpp 1.8 MB.

Depends (0)

none

Imports (9)

VineCopula pbapply glmnet ordinalNet treennetdata.tree statmod wdm

LinkingTo (0)

none

Suggests (7)

MASSknitr rmarkdown DiagrammeR ggplot2 mvtnorm testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (4)

Alexis Derumigny

Author, Maintainer since 0.1.1 (2022)

Jean-David Fermanian

Contributor, Thesis advisor

Aleksey Min

Contributor

Rutger van der Spek

Contributor

Releases (5)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.2.0Latest
record
2025-11-24 · current release · diff ↗ ·
added 2 exports
measures_nonsimplifyingness_NP, se
R
R 4.5.0 released · 2025-04-11
0.1.4.1
record
2024-09-03 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.1.3
record
2023-09-26 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.1.2
record
2022-04-25 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.1.1
record
2022-03-30
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2022-03-30
Total releases: 5 / 4 yrs
License: GPL-3 OSI
Download size: 220 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("CondCopulas")

Format

Derumigny, A., Fermanian, J., Min, A., & van der Spek, R. (2025). CondCopulas: Estimation and Inference for Conditional Copula Models (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.CondCopulas

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CondCopulas version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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