kdecopula: Kernel Smoothing for Bivariate Copula Densities (original) (raw)
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: | 0.9.3 |
|---|---|
| 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: | 2025-03-24 |
| DOI: | 10.32614/CRAN.package.kdecopula |
| Author: | Thomas Nagler [aut, cre], Kuangyu Wen [ctb] |
| Maintainer: | Thomas Nagler |
| 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 formhttps://CRAN.R-project.org/package=kdecopulato link to this page.