R-HMMcopula

v 1.0.4 Updated: 8 months, 3 weeks ago

Markov regime switching copula models estimation and goodness of fit

R functions to estimate and perform goodness of fit test for several Markov regime switching and mixture bivariate copula models.

https://cran.r-project.org/package=HMMcopula

To install R-HMMcopula, paste this in macOS terminal after installing MacPorts

sudo port install R-HMMcopula

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