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0.4.3

Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

0packages depend
3.9Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Malte S. KurzFirst published 2017-02-159 releasesCRAN page ↗GitHub ↗

Routines for two different test types, the Constant Conditional Correlation (CCC) test and the Vectorial Independence (VI) test are provided (Kurz and Spanhel (2022) <doi:10.1214/22-EJS2051>). The tests can be applied to check whether a conditional copula coincides with its partial copula. Functions to test whether a regular vine copula satisfies the so-called simplifying assumption or to test a single copula within a regular vine copula to be a (j-1)-th order partial copula are available. The CCC test comes with a decision tree approach to allow testing in high-dimensional settings.

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Health

CRAN checks
13OK
Code health
Yes
Tests · ratio 0.45
not tracked
Coverage
100%
Documentation · exports
None
Vignettes
Yes
README
6
Dependencies · direct
Check history
  • OK2026-05-02
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-04-22
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

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3.9K
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Rank #14,957 · ~11/day · ~325/mo
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Dependencies

Declared dependencies
9 external dependencies (excludes base and recommended)
Depends (0)
none
LinkingTo (2)
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
indirect (not tracked)

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Code & Tests

Code Composition
R 4,786 (57%)C++ 2,619 (31%)Rd 498 (6%)Other 482 (6%)C 16 (0%)

Test coverage

Line coverage

Expression

Tests / Examples

Functions

147 4 exported

Complexity

4.4 avg / 56 max

Call network

147 nodes / 216 edges

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)
Maintainer (1)
Author, Maintainer
Release timeline

9 releases. Pick two to compare their code metrics; R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.4.3Latest
    2025-10-15 · current release
  • 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
  • 0.4.2
    2022-11-04 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 0.4.1
    2021-11-08 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 0.4.0
    2020-12-15 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 0.3.1
    2019-03-11 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 0.3
    2018-03-12 · diff ↗
  • R
    R 3.4.0 released · 2017-04-21
Show 3 earlier events
  • 0.2.2
    2017-03-21 · diff ↗
  • 0.2.1
    2017-03-12 · diff ↗
  • 0.2
    2017-02-15

Package metadata

First published
2017-02-15
Total releases
9 / 9 yrs
License
MIT + file LICENSE OSI
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet