DESCRIPTION

Package: cort
Title: Some Empiric and Nonparametric Copula Models
Version: 0.3.2.9000
Authors@R: 
    person(given = "Oskar",
           family = "Laverny",
           role = c("aut", "cre"),
           email = "oskar.laverny@gmail.com",
           comment = c(ORCID = "0000-0002-7508-999X"))
Description: Provides S4 classes and methods to fit several copula models: The classic empirical checkerboard copula and the empirical checkerboard copula with known margins, see Cuberos, Masiello and Maume-Deschamps (2019) <doi:10.1080/03610926.2019.1586936> are proposed. These two models allow to fit copulas in high dimension with a small number of observations, and they are always proper copulas. Some flexibility is added via a possibility to differentiate the checkerboard parameter by dimension. The last model consist of the implementation of the Copula Recursive Tree algorithm proposed by Laverny, Maume-Deschamps, Masiello and Rullière (2020) <arXiv:2005.02912>, including the localised dimension reduction, which fits a copula by recursive splitting of the copula domain. We also provide an efficient way of mixing copulas, allowing to bag the algorithm into a forest, and a generic way of measuring d-dimensional boxes with a copula.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.1
Depends:
    R (>= 2.10)
Imports: 
    Rdpack,
    methods,
    purrr,
    nloptr,
    osqp,
    Rcpp,
    furrr (>= 0.2.0)
URL: https://github.com/lrnv/cort
BugReports: https://github.com/lrnv/cort/issues
Suggests: 
    covr,
    testthat (>= 2.1.0),
    spelling,
    knitr,
    rmarkdown
Language: en-US
Collate: 
    'utils.R'
    'generics.R'
    'ConvexCombCopula.R'
    'empiricalCopula.R'
    'Cort.R'
    'CortForest.R'
    'RcppExports.R'
    'cbCopula.R'
    'cbkmCopula.R'
    'cort-package.R'
    'data.R'
VignetteBuilder: knitr
RdMacros: Rdpack
LinkingTo: 
    Rcpp