R: Markov Regime Switching Copula Models Estimation and Goodness of Fit

# Markov Regime Switching Copula Models Estimation and Goodness of Fit

## Documentation for package ‘HMMcopula’ version 1.0.4

- DESCRIPTION file.

## Help Pages

dilog | Dilogarithm function
EstHMMCop | Estimation of bivariate Markov regime switching bivariate copula model
EstKendallTau | Sample Kendall's tau Estimation
EstMixtureCop | Estimation of bivariate mixture bivariate copula model
GofHMMCop | Goodness-of-fit of Markov regime switching bivariate copula model
GofMixtureCop | Goodness-of-fit of mixture bivariate copula model
KendallTau | Kendall's tau of a copula
ParamCop | Theta estimation
ParamTau | Alpha estimation
RosenblattClayton | Rosenblatt transform for Clayton copula
RosenblattFrank | Rosenblatt transform for Frank copula
RosenblattGaussian | Rosenblatt transform for Gaussian copula
RosenblattGumbel | Rosenblatt transform for Gumbel copula
RosenblattStudent | Rosenblatt transform for Student copula
SimHMMCop | Simulation of bivariate Markov regime switching copula model
SimMarkovChain | Markov chain simulation
SimMixtureCop | Simulation of bivariate mixture copula model
SnB | Cramer-von Mises statistic SnB for GOF based on the Rosenblatt transform
Tau2Rho | Spearman's rho