Packages by Bruno N Remillard

CopulaGAMM — 0.4.1

Copula-Based Mixed Regression Models

IndGenErrors — 0.1.4

Tests of Independence Between Innovations of Generalized Error Models

OptHedging — 1.0

Estimation of value and hedging strategy of call and put options.

changepointTests — 0.1.5

Change Point Tests for Joint Distributions and Copulas