R Observatory: Metrics for gofCopula version 0.4-3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

gofCopula

0.4-3Package record

Goodness-of-Fit Tests for Copulae

0packages depend

3.9Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Simon TrimbornCRAN page ↗

Several Goodness-of-Fit (GoF) tests for Copulae are provided. A new hybrid test, Zhang et al. (2016) doi:10.1016/j.jeconom.2016.02.017 is implemented which supports all of the individual tests in the package, e.g. Genest et al. (2009) doi:10.1016/j.insmatheco.2007.10.005. Estimation methods for the margins are provided and all the tests support parameter estimation and predefined values. The parameters are estimated by pseudo maximum likelihood but if it fails the estimation switches automatically to inversion of Kendall's tau. For reproducibility of results, the functions support the definition of seeds. Also all the tests support automatized parallelization of the bootstrapping tasks. The package provides an interface to perform new GoF tests by submitting the test statistic.

Install

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

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

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

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-gofcopula

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-gofCopula

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-gofCopula

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: 4.8 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.4-3

READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Help pages: 34
Examples that run: 96%24 run in a plain check · 1 never run
Exported functions with examples: 93%
Documented parameters: 97%
Return-value docs: 96%
Help pages citing references: 59%

How these are measured

Downloads

3.9K

CRAN downloads in the past year

Rank #10,610 · ~11/day · ~326/mo

Releases R versions

Daily download trend is not available in this view yet.

32830 days

98490 days

3.9K1 year

Compare downloads with other packages →

Also on355 r2u5 autocran

How downloads are counted

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Installing gofCopula adds 48 packages (21 with compiled code, 44 MB of source tarballs). Heaviest: stringi 11 MB, BayesFactor 6.1 MB, yarrr 4.2 MB.

Depends (2)

R >= 1.9.0copula

Imports (14)

foreachparalleldoSNOW R.utils SparseGrid numDeriv VineCopulamethodsstatsMASSutilsyarrr progress crayon

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (3)

Simon Trimborn

Author, Maintainer since 0.1-1 (2015)

Ostap Okhrin

Author

Martin Waltz

Author · added in 0.3-1

Listed in earlier versions (2)

Shulin Zhang

no longer listed · 0.1-1 to 0.2-4

Qian M. Zhou

no longer listed · 0.1-1 to 0.2-4

Releases (13)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
unarchivedReturned to CRAN
2025-08-27
0.4-3Latest
record
2025-08-27 · current release · diff ↗
archivedRemoved from CRAN
2025-07-10
requires archived package 'yarrr'
0.4-2
record
2025-05-09 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.4-1
record
2021-04-22 · diff ↗ ·
removed 1 export
gofSn

added 7 exports
gofCvM, gofArchmSnB, gofArchmSnC, gofArchmGamma, gofArchmChisq, gofKS, CopulaTestTable
0.3-3
record
2020-06-14 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.3-2
record
2020-03-26 · diff ↗ ·
removed 1 export
gofHybrid
unarchivedReturned to CRAN
2020-01-23
0.3-1
record
2020-01-23 · diff ↗ ·
removed 3 exports
gofRn, gofADGamma, gofADChisq

added 5 exports
gofCustomTest, gofGetHybrid, gofOutputHybrid, gofCopula4Test, gofTest4Copula

Show 13 earlier eventsHide 13 earlier events

archivedRemoved from CRAN
2019-12-21
check problems were not corrected in time
R
R 3.6.0 released · 2019-04-26
0.2-4
record
2018-10-17 · diff ↗
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
0.2-3
record
2016-10-02 · diff ↗
0.2-2
record
2016-09-22 · diff ↗
0.2-1
record
2016-09-16 · diff ↗
0.1-3
record
2016-06-13 · diff ↗ ·
added 2 exports
gofRosenblattChisq, gofRosenblattGamma
R
R 3.3.0 released · 2016-05-03
0.1-2
record
2016-01-28 · diff ↗
0.1-1
record
2015-11-04
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-11-04
Total releases: 13 / 11 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 1.9.0
Bundled data: 62 KB / 4 files
Download size: 172 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("gofCopula")

The package provides a citation file, so citation() returns the authors' own entry.

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 gofCopula version 0.4-3 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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