Spatial analysis using a semiparametric copula-based approch

authors

Martin du Rocher (martin.durocher@uqtr.ca)

Objectives

The packages includes routines developped during my postdoctorat fellowship at Université du Québec à Trois-Rivières.

It contains MATLAB function to perform Goodness-of-fit test for multivariate copula in spatial analysis.

Principal functionalities:

• Pairwise likelihood estimation
• Copulas: Normal, Student, chi-squared
• Goodness-of-fit tests for copula