Kcop - Smooth Test for Equality of Copulas and Clustering Multivariate
Implements approaches of non-parametric smooth test to
compare simultaneously K(K>1) copulas and non-parametric
clustering of multivariate populations with arbitrary sizes.
See Yves I. Ngounou Bakam and Denys Pommeret (2022)
<arXiv:2112.05623> and Yves I. Ngounou Bakam and Denys Pommeret
(2022) <arXiv:2211.06338>.