Goodness-of-Fit Tests for Copulae

Documentation for package ‘gofCopula’ version 0.1-3

gof	Combining function for tests
gofADChisq	Renamed to gofRosenblattChisq
gofADGamma	Renamed to gofRosenblattGamma
gofCheckTime	Combining function for tests
gofco	Interface with copula class
gofHybrid	Hybrid gof test
gofKendallCvM	gof test (Cramer-von Mises) based on Kendall's process
gofKendallKS	gof test (Kolmogorov-Smirnof) based on Kendall's process
gofKernel	2 and 3 dimensional gof test of Scaillet
gofPIOSRn	2 and 3 dimensional gof test based on the in-and-out-of-sample approach
gofPIOSTn	2 and 3 dimensional gof test based on the in-and-out-of-sample approach
gofRn	Removed due to inconsistencies with the remaining tests
gofRosenblattChisq	Gof test using the Anderson-Darling test statistic and the chi-square distribution
gofRosenblattGamma	Gof test using the Anderson-Darling test statistic and the gamma distribution
gofRosenblattSnB	The SnB test based on the Rosenblatt transformation
gofRosenblattSnC	The SnC test based on the Rosenblatt transformation
gofSn	The Sn gof test using the empirical copula
gofWhich	Applicable gof tests for testing problem
gofWhichCopula	Implemented copula for a certain test
gofWhite	2 dimensional gof tests based on White's information matrix equality.
IndexReturns	Log returns of european stock indices.