{ "_id": "6a1f1f77b401979e73420175", "Package": "CondCopulas", "Type": "Package", "Title": "Estimation and Inference for Conditional Copula Models", "Version": "0.2.0", "Authors@R": "c(\nperson(\"Alexis\", \"Derumigny\", , email = \"a.f.f.derumigny@tudelft.nl\", role = c(\"aut\", \"cre\"), comment = c(ORCID = \"0000-0002-6163-8097\")),\nperson(\"Jean-David\", \"Fermanian\", , email = \"Jean-David.Fermanian@ensae.fr\", role = c(\"ctb\",\"ths\"), comment = c(ORCID = \"0000-0001-5960-5555\")),\nperson(\"Aleksey\", \"Min\", , role = \"ctb\", comment = c(ORCID = \"0000-0001-6928-4556\")),\nperson(\"Rutger\", \"van der Spek\", , role = \"ctb\")\n)", "Description": "Provides functions for the estimation of conditional\ncopulas models, various estimators of conditional Kendall's tau\n(proposed in Derumigny and Fermanian (2019a, 2019b, 2020)\n, ,\n), test procedures for the\nsimplifying assumption (proposed in Derumigny and Fermanian\n(2017) and Derumigny, Fermanian\nand Min (2022) ), and measures of\nnon-simplifyingness (proposed in Derumigny (2025)\n).", "License": "GPL-3", "Encoding": "UTF-8", "RoxygenNote": "7.3.3", "Roxygen": "list(markdown = FALSE)", "VignetteBuilder": "knitr", "BugReports": "https://github.com/AlexisDerumigny/CondCopulas/issues", "URL": "https://github.com/AlexisDerumigny/CondCopulas", "Config/testthat/edition": "3", "Config/pak/sysreqs": "libicu-dev", "Repository": "https://alexisderumigny.r-universe.dev", "Date/Publication": "2026-01-16 12:46:10 UTC", "RemoteUrl": "https://github.com/alexisderumigny/condcopulas", "RemoteRef": "HEAD", "RemoteSha": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-16 08:04:07 UTC", "User": "root" }, "Author": "Alexis Derumigny [aut, cre] (ORCID:\n),\nJean-David Fermanian [ctb, ths] (ORCID:\n),\nAleksey Min [ctb] (ORCID: ),\nRutger van der Spek [ctb]", "Maintainer": "Alexis Derumigny ", "MD5sum": "c083035a19dcf1c232cba3dd24f80178", "_user": "alexisderumigny", "_type": "src", "_file": "CondCopulas_0.2.0.tar.gz", "_fileid": "f985801cb155abe35cde1ced240d992439829f29661d2067cfb0a1cdca2edb90", "_filesize": 1522305, "_sha256": "f985801cb155abe35cde1ced240d992439829f29661d2067cfb0a1cdca2edb90", "_created": "2026-05-16T08:04:07.000Z", "_published": "2026-06-02T18:22:47.062Z", "_distro": "noble", "_jobs": [ { "job": 79142201552, "time": 279, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7031837425" }, { "job": 79142202128, "time": 272, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7031836852" }, { "job": 79142201574, "time": 265, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7031837297" }, { "job": 79142201867, "time": 319, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7031841381" }, { "job": 79142200877, "time": 200, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7031809211" }, { "job": 79142200841, "time": 123, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7366329180" }, { "job": 79142201786, "time": 213, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7031830915" }, { "job": 79142201581, "time": 212, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7031830782" }, { "job": 79142201863, "time": 230, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7031832598" } ], "_buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/alexisderumigny/condcopulas", "_commit": { "id": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "author": "AlexisDerumigny ", "committer": "GitHub ", "message": "Remove old MacOS version in GitHub actions", "time": 1768567570 }, "_maintainer": { "name": "Alexis Derumigny", "email": "a.f.f.derumigny@tudelft.nl", "login": "alexisderumigny", "orcid": "0000-0002-6163-8097", "uuid": 9538132 }, "_registered": true, "_dependencies": [ { "package": "VineCopula", "role": "Imports" }, { "package": "pbapply", "role": "Imports" }, { "package": "glmnet", "role": "Imports" }, { "package": "ordinalNet", "role": "Imports" }, { "package": "tree", "role": "Imports" }, { "package": "nnet", "role": "Imports" }, { "package": "data.tree", "role": "Imports" }, { "package": "statmod", "role": "Imports" }, { "package": "wdm", "role": "Imports" }, { "package": "MASS", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "DiagrammeR", "role": "Suggests" }, { "package": "ggplot2", "role": "Suggests" }, { "package": "mvtnorm", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "alexisderumigny", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-23", "n": 13 }, { "week": "2025-24", "n": 10 }, { "week": "2025-26", "n": 2 }, { "week": "2025-30", "n": 2 }, { "week": "2025-32", "n": 3 }, { "week": "2025-42", "n": 1 }, { "week": "2025-48", "n": 9 }, { "week": "2026-03", "n": 2 } ], "_tags": [ { "name": "v0.2.0", "date": "2025-11-24" } ], "_topics": [ "conditional-copulas", "conditional-kendalls-tau", "copulas", "r-pkg", "simplifying-assumption" ], "_stars": 2, "_contributors": [ { "user": "alexisderumigny", "count": 156, "uuid": 9538132 }, { "user": "rutgervdspek", "count": 2, "uuid": 95225700 } ], "_userbio": { "uuid": 9538132, "type": "user", "name": "AlexisDerumigny" }, "_downloads": { "count": 244, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/CondCopulas" }, "_devurl": "https://github.com/alexisderumigny/condcopulas", "_searchresults": 7, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/CondCopulas.html", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/alexisderumigny/condcopulas", "_realowner": "alexisderumigny", "_cranurl": true, "_releases": [ { "version": "0.1.1", "date": "2022-03-30" }, { "version": "0.1.2", "date": "2022-04-25" }, { "version": "0.1.3", "date": "2023-09-26" }, { "version": "0.1.4.1", "date": "2024-09-03" }, { "version": "0.2.0", "date": "2025-11-24" } ], "_exports": [ "bCond.estParamCopula", "bCond.pobs", "bCond.simpA.CKT", "bCond.simpA.param", "bCond.treeCKT", "CKT.estimate", "CKT.fit.GLM", "CKT.fit.nNets", "CKT.fit.randomForest", "CKT.fit.tree", "CKT.hCV.Kfolds", "CKT.hCV.l1out", "CKT.kendallReg.fit", "CKT.KendallReg.LambdaCV", "CKT.kendallReg.predict", "CKT.kernel", "CKT.predict.GLM", "CKT.predict.kNN", "CKT.predict.nNets", "CKT.predict.randomForest", "CKT.predict.tree", "CKTmatrix.kernel", "computeKernelMatrix", "computeMatrixSignPairs", "datasetPairs", "estimateCondCDF_matrix", "estimateCondCDF_vec", "estimateCondQuantiles", "estimateNPCondCopula", "estimateParCondCopula", "estimateParCondCopula_ZIJ", "matrixInd2matrixCKT", "measures_nonsimplifyingness_NP", "se", "simpA.kendallReg", "simpA.NP", "simpA.param", "treeCKT2matrixCKT", "treeCKT2matrixInd" ], "_help": [ { "page": "bCond.estParamCopula", "title": "Estimation of the conditional parameters of a parametric conditional copula with discrete conditioning events.", "topics": [ "bCond.estParamCopula" ] }, { "page": "bCond.pobs", "title": "Computing the pseudo-observations in case of discrete conditioning events", "topics": [ "bCond.pobs" ] }, { "page": "bCond.simpA.CKT", "title": "Function for testing the simplifying assumption with data-driven box-type conditioning events", "topics": [ "bCond.simpA.CKT" ] }, { "page": "bCond.simpA.param", "title": "Test of the assumption that a conditional copulas does not vary through a list of discrete conditioning events", "topics": [ "bCond.simpA.param" ] }, { "page": "bCond.treeCKT", "title": "Construct a binary tree for the modeling the conditional Kendall's tau", "topics": [ "bCond.treeCKT" ] }, { "page": "CKT.estimate", "title": "Estimation of conditional Kendall's tau between two variables X1 and X2 given Z = z", "topics": [ "CKT.estimate" ] }, { "page": "CKT.fit.GLM", "title": "Estimation of conditional Kendall's taus by penalized GLM", "topics": [ "CKT.fit.GLM", "CKT.predict.GLM" ] }, { "page": "CKT.fit.nNets", "title": "Estimation of conditional Kendall's taus by model averaging of neural networks", "topics": [ "CKT.fit.nNets" ] }, { "page": "CKT.fit.randomForest", "title": "Fit a Random Forest that can be used for the estimation of conditional Kendall's tau.", "topics": [ "CKT.fit.randomForest", "CKT.predict.randomForest" ] }, { "page": "CKT.fit.tree", "title": "Estimation of conditional Kendall's taus using a classification tree", "topics": [ "CKT.fit.tree", "CKT.predict.tree" ] }, { "page": "CKT.hCV.l1out", "title": "Choose the bandwidth for kernel estimation of conditional Kendall's tau using cross-validation", "topics": [ "CKT.hCV.Kfolds", "CKT.hCV.l1out" ] }, { "page": "CKT.kendallReg.fit", "title": "Fit Kendall's regression, a GLM-type model for conditional Kendall's tau", "topics": [ "CKT.kendallReg.fit", "CKT.kendallReg.predict" ] }, { "page": "CKT.KendallReg.LambdaCV", "title": "Kendall's regression: choice of the penalization parameter by K-folds cross-validation", "topics": [ "CKT.KendallReg.LambdaCV" ] }, { "page": "CKT.kernel", "title": "Estimation of conditional Kendall's tau using kernel smoothing", "topics": [ "CKT.kernel" ] }, { "page": "CKT.predict.kNN", "title": "Prediction of conditional Kendall's tau using nearest neighbors", "topics": [ "CKT.predict.kNN" ] }, { "page": "CKT.fit.nNet", "title": "Predict the values of conditional Kendall's tau using Model Averaging of Neural Networks", "topics": [ "CKT.predict.nNets" ] }, { "page": "CKTmatrix.kernel", "title": "Estimate the conditional Kendall's tau matrix at different conditioning points", "topics": [ "CKTmatrix.kernel" ] }, { "page": "computeKernelMatrix", "title": "Computing the kernel matrix", "topics": [ "computeKernelMatrix" ] }, { "page": "computeMatrixSignPairs", "title": "Compute the matrix of signs of pairs", "topics": [ "computeMatrixSignPairs" ] }, { "page": "conv_treeCKT", "title": "Converting to matrix of indicators / matrix of conditional Kendall's tau", "topics": [ "conv_treeCKT", "matrixInd2matrixCKT", "treeCKT2matrixCKT", "treeCKT2matrixInd" ] }, { "page": "datasetPairs", "title": "Construct a dataset of pairs of observations for the estimation of conditional Kendall's tau", "topics": [ "datasetPairs" ] }, { "page": "estimateCondCDF_matrix", "title": "Compute kernel-based conditional marginal (univariate) cdfs", "topics": [ "estimateCondCDF_matrix" ] }, { "page": "estimateCondCDF_vec", "title": "Compute kernel-based conditional marginal (univariate) cdfs", "topics": [ "estimateCondCDF_vec" ] }, { "page": "estimateCondQuantiles", "title": "Compute kernel-based conditional quantiles", "topics": [ "estimateCondQuantiles" ] }, { "page": "estimateNPCondCopula", "title": "Compute a kernel-based estimator of the conditional copula", "topics": [ "estimateNPCondCopula" ] }, { "page": "estimateParCondCopula", "title": "Estimation of parametric conditional copulas", "topics": [ "estimateParCondCopula", "estimateParCondCopula_ZIJ" ] }, { "page": "measures_nonsimplifyingness_NP", "title": "Compute a measure of non-simplifyingness based on non-parametric estimation of the conditional copula", "topics": [ "measures_nonsimplifyingness_NP" ] }, { "page": "se", "title": "Standard Error of Model Coefficients", "topics": [ "se" ] }, { "page": "plot.estimated_CKT_kernel", "title": "Methods for class `estimated_CKT_kernel`", "topics": [ "confint.estimated_CKT_kernel", "plot.estimated_CKT_kernel", "se.estimated_CKT_kernel" ] }, { "page": "simpA.kendallReg", "title": "Test of the simplifying assumption using the constancy of conditional Kendall's tau", "topics": [ "coef.simpA_kendallReg_test", "plot.simpA_kendallReg_test", "print.simpA_kendallReg_test", "se.simpA_kendallReg_test", "simpA.kendallReg", "vcov.simpA_kendallReg_test" ] }, { "page": "simpA.NP", "title": "Nonparametric testing of the simplifying assumption", "topics": [ "simpA.NP" ] }, { "page": "simpA.param", "title": "Semiparametric testing of the simplifying assumption", "topics": [ "simpA.param" ] } ], "_readme": "https://github.com/alexisderumigny/condcopulas/raw/HEAD/README.md", "_rundeps": [ "ADGofTest", "codetools", "data.tree", "foreach", "glmnet", "iterators", "lattice", "MASS", "Matrix", "mvtnorm", "nnet", "ordinalNet", "pbapply", "R6", "Rcpp", "RcppEigen", "shape", "statmod", "stringi", "survival", "tree", "VineCopula", "wdm" ], "_vignettes": [ { "source": "simulatedData.Rmd", "filename": "simulatedData.html", "title": "Simulation and estimation from conditional copula models", "author": "Alexis Derumigny", "engine": "knitr::rmarkdown", "headings": [ "Simulation of the data", "Estimation of the conditional margins", "Visualization of the conditional dependence", "Parametric estimation of the conditional copula" ], "created": "2021-08-16 11:25:28", "modified": "2023-09-26 14:02:05", "commits": 3 } ], "_score": 4.903089986991944, "_indexed": true, "_nocasepkg": "condcopulas", "_universes": [ "alexisderumigny" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.2.0", "date": "2026-05-16T08:06:40.000Z", "distro": "noble", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "b191d5d35f038143b81c6d2cba5ade844221c490e189f082441eb202f0bf0b53", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" }, { "r": "4.6.0", "os": "linux", "version": "0.2.0", "date": "2026-05-16T08:06:40.000Z", "distro": "noble", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "b65a750fd6c12c01e7291a68e89528eab2d9a71f7b4b2a41f3dc1ee392ded45f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" }, { "r": "4.5.3", "os": "mac", "version": "0.2.0", "date": "2026-05-16T08:07:06.000Z", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "8d73808e7725a1faa1f54a5b2cdf1795a15cb4c6153ef64ab68381328471fe0c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" }, { "r": "4.6.0", "os": "mac", "version": "0.2.0", "date": "2026-05-16T08:07:36.000Z", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "ef53a811bcc5dc6e43656fce88fa13e52eb9e77d9130a361ede900392bd8d84f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" }, { "r": "4.7.0", "os": "win", "version": "0.2.0", "date": "2026-05-16T08:05:36.000Z", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "1ac951e14f81c3208ccfb214c31b779b01508ae81736868baf4df30b83d63bf5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" }, { "r": "4.5.3", "os": "win", "version": "0.2.0", "date": "2026-05-16T08:05:34.000Z", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "ec121f62533ab1fd77c44daf69524cc873c8e424783167902e225e40946ed625", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" }, { "r": "4.6.0", "os": "win", "version": "0.2.0", "date": "2026-05-16T08:05:30.000Z", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "0b0baab66a45951f37e299ebeb645a5fcf482ab40a28c5af80c96e5089f4cc9b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" }, { "r": "4.6.0", "os": "wasm", "version": "0.2.0", "date": "2026-06-02T18:22:24.000Z", "commit": "92dc08e847b7743f49dd0c8a5bcdf7d38f5f8a52", "fileid": "4a52185745a79a3779af8e57bf37728aaf52915245caa149660e63b126918fe0", "status": "success", "buildurl": "https://github.com/r-universe/alexisderumigny/actions/runs/25956798597" } ] }