Goodness-of-Fit Tests for Copulae


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Documentation for package ‘gofCopula’ version 0.1-2

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gof Combining function for tests
gofADChisq Gof test using the Anderson-Darling test statistic and the chi-square distribution
gofADGamma Gof test using the Anderson-Darling test statistic and the gamma distribution
gofCheckTime Combining function for tests
gofco Interface with copula class
gofHybrid Hybrid gof test
gofKendallCvM 2 dimensional gof test (Cramer-von Mises) based on Kendall's process
gofKendallKS 2 dimensional gof test (Kolmogorov-Smirnof) based on Kendall's process
gofKernel 2 dimensional gof test of Scaillet
gofPIOSRn 2 dimensional gof test based on the in-and-out-of-sample approach
gofPIOSTn 2 dimensional gof test based on the in-and-out-of-sample approach
gofRn The Rn gof test from package 'copula'
gofRosenblattSnB The SnB test based on the Rosenblatt transformation
gofRosenblattSnC The SnC test based on the Rosenblatt transformation
gofSn The Sn gof test using the empirical copula
gofWhich Applicable gof tests for testing problem
gofWhichCopula Implemented copula for a certain test
gofWhite 2 dimensional gof tests based on White's information matrix equality.