To cite package ‘CondCopulas’ in publications use:

Derumigny A (2026). CondCopulas: Estimation and Inference for Conditional Copula Models. R package version 0.2.0, https://github.com/alexisderumigny/condcopulas.

Corresponding BibTeX entry:

  @Manual{,
    title = {CondCopulas: Estimation and Inference for Conditional
      Copula Models},
    author = {Alexis Derumigny},
    year = {2026},
    note = {R package version 0.2.0},
    url = {https://github.com/alexisderumigny/condcopulas},
  }