Computes Copula using Ranks and Subsampling

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Documentation for package ‘subrank’ version 0.9.9.3

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subrank-package Computes Copula using Ranks and Subsampling
corc Function to estimate copula using ranks and sub-sampling
corc0 Function to estimate copula using ranks and sub-sampling, minimal version.
desscop Discrete copula graph, a two-dimensional projection
desscoptous Discrete copula graph, ALL two-dimensional projections
estimdep Dependence estimation
predictdep Probability forecasting
predonfly Probability forecasting
simany Test statistic distribution under any hypothesis
simnul Test statistic distribution under independence hypothesis
subrank Computes Copula using Ranks and Subsampling