Package: CondCopulas
Type: Package
Title: Estimation and Inference for Conditional Copula Models
Version: 0.2.0
Authors@R: c(
    person("Alexis", "Derumigny", , email = "a.f.f.derumigny@tudelft.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
    person("Jean-David", "Fermanian", , email = "Jean-David.Fermanian@ensae.fr", role = c("ctb","ths"), comment = c(ORCID = "0000-0001-5960-5555")),
    person("Aleksey", "Min", , role = "ctb", comment = c(ORCID = "0000-0001-6928-4556")),
    person("Rutger", "van der Spek", , role = "ctb")
	)
Description: Provides functions for the estimation of conditional
        copulas models, various estimators of conditional Kendall's tau
        (proposed in Derumigny and Fermanian (2019a, 2019b, 2020)
        <doi:10.1515/demo-2019-0016>, <doi:10.1016/j.csda.2019.01.013>,
        <doi:10.1016/j.jmva.2020.104610>), test procedures for the
        simplifying assumption (proposed in Derumigny and Fermanian
        (2017) <doi:10.1515/demo-2017-0011> and Derumigny, Fermanian
        and Min (2022) <doi:10.1002/cjs.11742>), and measures of
        non-simplifyingness (proposed in Derumigny (2025)
        <doi:10.48550/arXiv.2504.07704>).
License: GPL-3
Encoding: UTF-8
Roxygen: list(markdown = FALSE)
Suggests: MASS, knitr, rmarkdown, DiagrammeR, ggplot2, mvtnorm,
        testthat (>= 3.0.0)
Imports: VineCopula, pbapply, glmnet, ordinalNet, tree, nnet,
        data.tree, statmod, wdm
VignetteBuilder: knitr
BugReports: https://github.com/AlexisDerumigny/CondCopulas/issues
URL: https://github.com/AlexisDerumigny/CondCopulas
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.0
Config/pak/sysreqs: libicu-dev
Repository: https://alexisderumigny.r-universe.dev
Date/Publication: 2026-09-24 12:18:38 UTC
RemoteUrl: https://github.com/alexisderumigny/condcopulas
RemoteRef: HEAD
RemoteSha: 70346ab717828c0e46948d95b721e74152d87391
NeedsCompilation: no
Packaged: 2026-09-24 15:21:26 UTC; root
Author: Alexis Derumigny [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-6163-8097>),
  Jean-David Fermanian [ctb, ths] (ORCID:
    <https://orcid.org/0000-0001-5960-5555>),
  Aleksey Min [ctb] (ORCID: <https://orcid.org/0000-0001-6928-4556>),
  Rutger van der Spek [ctb]
Maintainer: Alexis Derumigny <a.f.f.derumigny@tudelft.nl>