CRAN/E | kdecopula

kdecopula

Kernel Smoothing for Bivariate Copula Densities

Installation

About

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.

Citation kdecopula citation info
github.com/tnagler/kdecopula
Bug report File report

Key Metrics

Version 0.9.2
R ≥ 3.0.0
Published 2018-04-09 2208 days ago
Needs compilation? yes
License GPL-3
CRAN checks kdecopula results

Downloads

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Last 90 days 3.688 -50%
Last 365 days 18.844 -16%

Maintainer

Maintainer

Thomas Nagler

thomas.nagler@tum.de

Authors

Thomas Nagler

aut / cre

Kuangyu Wen

ctb

Material

README
NEWS
Reference manual
Package source

Vignettes

kdecopula

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

Old Sources

kdecopula archive

Depends

R ≥ 3.0.0

Imports

lattice
locfit
qrng
Rcpp ≥ 0.11.2
graphics
grDevices
stats
utils
quadprog

Suggests

R.rsp
VineCopula
testthat

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

kdevine

Reverse Suggests

VineCopula