CRAN/E | copulareg

copulareg

Copula Regression

Installation

About

Fits multivariate models in an R-vine pair copula construction framework, in such a way that the conditional copula can be easily evaluated. In addition, the package implements functionality to compute or approximate the conditional expectation via the conditional copula.

Key Metrics

Version 0.1.0
Published 2021-02-22 1162 days ago
Needs compilation? no
License MIT
License LICENCE
CRAN checks copulareg results

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Maintainer

Maintainer

Simon Boge Brant

simonbb@math.uio.no

Authors

Simon Boge Brant

aut / cre / cph

Ingrid Hobæk Haff

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

rvinecopulib ≥ 0.5.4.1.0