<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Estimation and Inference for Conditional Copula Models</dc:title>
  <dc:title>R package CondCopulas version 0.2.0</dc:title>
  <dc:description>
    Provides functions for the estimation of conditional copulas models,
    various estimators of conditional Kendall's tau
    (proposed in Derumigny and Fermanian (2019a, 2019b, 2020)
    &lt;doi:10.1515/demo-2019-0016&gt;,
    &lt;doi:10.1016/j.csda.2019.01.013&gt;,
    &lt;doi:10.1016/j.jmva.2020.104610&gt;),
    test procedures for the simplifying assumption
    (proposed in Derumigny and Fermanian (2017) &lt;doi:10.1515/demo-2017-0011&gt;
    and Derumigny, Fermanian and Min (2022) &lt;doi:10.1002/cjs.11742&gt;),
    and measures of non-simplifyingness
    (proposed in Derumigny (2025) &lt;doi:10.48550/arXiv.2504.07704&gt;).</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: VineCopula, pbapply, glmnet, ordinalNet, tree, nnet,
data.tree, statmod, wdm</dc:relation>
  <dc:relation>Suggests: MASS, knitr, rmarkdown, DiagrammeR, ggplot2, mvtnorm,
testthat (&gt;= 3.0.0)</dc:relation>
  <dc:creator>Alexis Derumigny &lt;a.f.f.derumigny@tudelft.nl&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Alexis Derumigny [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0002-6163-8097&gt;),
  Jean-David Fermanian [ctb, ths] (ORCID:
    &lt;https://orcid.org/0000-0001-5960-5555&gt;),
  Aleksey Min [ctb] (ORCID: &lt;https://orcid.org/0000-0001-6928-4556&gt;),
  Rutger van der Spek [ctb]</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2025-11-24</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=CondCopulas</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.CondCopulas</dc:identifier>
</oai_dc:dc>
