Cort research
Oskar Laverny
Maître de Conférence
What would be the dependence structure between quality of code and quantity of coffee ?
Posts
The `cort` Package is now on Cran !
The cort package is now on cran ! The cort package provides S4 classes and methods to fit several copula models:
The classic empirical checkerboard copula and the empirical checkerboard copula with known margins, see Cuberos, Masiello and Maume-Deschamps (2019) https://arxiv.
Publications
Empirical and non-parametric copula models with the cort R package
The R package cort implements object-oriented classes and methods to estimate, simulate and visualize certain types of non-parametric …
Dependence structure estimation using Copula Recursive Trees
We construct the Copula Recursive Tree (CORT) estimator: a flexible, consistent, piecewise linear estimator of a copula, leveraging …
Talks
Dependence structure estimation using Copula Recursive Trees
This conference was virtual, and filmed ! The video is online if you want.