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) doi:10.
The CORT algorithm we developped construct a non-parametric copula density estimator through a recursive splitting procedure, CART-like.
A shiny app that estimate and give some statistic about a bivariate copula given a bivaraite dataset.