pacotest
0.4.3Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas
Overview
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.
Install
Health
- OK2026-05-0213 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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Nothing depends on this yet.
Code & Tests
Test coverage
Line coverage
–
Expression
–
Tests / Examples
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Functions
147 4 exported
Complexity
4.4 avg / 56 max
Call network
147 nodes / 216 edges
Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.
Call graph
Open call graph →Lowest coverage
Per-function coverage is not measured for this package yet.
People & History
9 releases. Pick two to compare their code metrics; R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.4.3Latest2025-10-15 · current release
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.4.22022-11-04 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.4.12021-11-08 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.4.02020-12-15 · diff ↗
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.3.12019-03-11 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.32018-03-12 · diff ↗
- RR 3.4.0 released · 2017-04-21
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