kdecopula: Kernel Smoothing for Bivariate Copula Densities
Provides fast implementations of kernel smoothing techniques for
bivariate copula densities, in particular density estimation and resampling,
see Nagler (2018) <doi:10.18637/jss.v084.i07>.
Version: |
0.9.2 |
Depends: |
R (≥ 3.0.0) |
Imports: |
lattice, locfit, qrng, Rcpp (≥ 0.11.2), graphics, grDevices, stats, utils, quadprog |
LinkingTo: |
Rcpp, RcppArmadillo |
Suggests: |
R.rsp, VineCopula, testthat |
Published: |
2018-04-09 |
DOI: |
10.32614/CRAN.package.kdecopula |
Author: |
Thomas Nagler [aut, cre],
Kuangyu Wen [ctb] |
Maintainer: |
Thomas Nagler <thomas.nagler at tum.de> |
BugReports: |
https://github.com/tnagler/kdecopula/issues |
License: |
GPL-3 |
URL: |
https://github.com/tnagler/kdecopula |
NeedsCompilation: |
yes |
Citation: |
kdecopula citation info |
Materials: |
README NEWS |
CRAN checks: |
kdecopula results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=kdecopula
to link to this page.