Markov Regime Switching Copula Models Estimation and Goodness-of-Fit R package HMMcopula version 1.1.0 Estimation procedures and goodness-of-fit test for several Markov regime switching models and mixtures of bivariate copula models. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses Rosenblatt's transform and parametric bootstrap to estimate the p-value. The proposed methodologies are described in Nasri, Remillard and Thioub (2020) <doi:10.1002/cjs.11534>. Software Depends: mvtnorm, foreach, doParallel, copula Bruno N Remillard <bruno.remillard@hec.ca> Comprehensive R Archive Network (CRAN) Bouchra R. Nasri [aut], Bruno N Remillard [aut, cre, cph], Mamadou Yamar Thioub [aut], Romanic Pieugueu [aut] GPL (>= 2) 2024-10-02 application/tgz https://CRAN.R-project.org/package=HMMcopula doi:10.32614/CRAN.package.HMMcopula