F. Marta L. Di Lascio

CoClust R package

implements a new clustering method based on copula functions (see Publications). Authors: F. Marta L. Di Lascio and Simone Giannerini

  • CoImp R package

    implements parametric and non-parametric algorithms for multivariate missing with generic pattern through the specification of conditional copulas (see Publications). Authors: F. Marta L. Di Lascio, Aurora Gatto, and Simone Giannerini

  • PanelTM R package

    implements two- and three-way dynamic panel threshold regression model for change point detection (see Publications). Authors: F. Marta L. Di Lascio and Selene Perazzini