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The cort package provides S4 classes and methods to fit several copula models:


cort is Now on CRAN! You can install the stable version with:


The upstream development version can also be installed with :


Note that the installation from github will require the system to have a compiler:

The vignettes are quite expressive. They give a clear overview of what can be done with this package, how it is coded and why it is useful. Please read them for more details.

How to report bugs and get support

To report a bug, feel free to open an issue on the github repository. Support can also be provided through the same chanel if you need it.

How to contribute

Every contribution is welcome, on the form of pull requests on the github repository. For large modifications, please open an issue for discussions firsts. Concerning the naming convention, the CamelCase functions usually designate classes and constructors of these classes, and all other methods are in snake_case.


Cuberos A, Masiello E, Maume-Deschamps V (2019). “Copulas Checker-Type Approximations: Application to Quantiles Estimation of Sums of Dependent Random Variables.” Communications in Statistics - Theory and Methods, 1–19. ISSN 0361-0926, 1532-415X.

Laverny O, Maume-Deschamps V, Masiello E, Rullière D (2020). “Dependence Structure Estimation Using Copula Recursive Trees.” arXiv preprint arXiv:2005.02912