Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

Routines for two different test types, the Equal Correlation (ECORR) test and the Vectorial Independence (VI) test are provided. 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 ECORR test comes with a decision tree approach to allow testing in high-dimensional settings.


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install.packages("pacotest")

0.2.2 by Malte S. Kurz, 6 months ago


Report a bug at http://github.com/MalteKurz/pacotest/issues


Browse source code at https://github.com/cran/pacotest


Authors: Malte S. Kurz [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Rcpp, VineCopula, numDeriv, ggplot2, gridExtra, methods

Suggests testthat, covr

Linking to Rcpp, RcppArmadillo


Depended on by pencopulaCond.


See at CRAN