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.">

pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas (original) (raw)

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.

Version: 0.4.3
Imports: Rcpp (≥ 0.11.4), VineCopula (≥ 2.0.5), numDeriv, ggplot2 (≥ 2.0.0), gridExtra, methods
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, covr
Published: 2025-10-15
DOI: 10.32614/CRAN.package.pacotest
Author: Malte S. Kurz [aut, cre]
Maintainer: Malte S. Kurz
BugReports: https://github.com/MalteKurz/pacotest/issues
License: MIT + file
NeedsCompilation: yes
Citation: pacotest citation info
Materials: README, NEWS
CRAN checks: pacotest results

Documentation:

Downloads:

Reverse dependencies:

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=pacotestto link to this page.