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Contains functions to perform copula estimation by the non-parametric Bayesian method, Dirichlet-based Polya Tree. See Ning (2018) <doi:10.1080/00949655.2017.1421194>.
Package details |
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Author | Shaoyang Ning [aut, cre] |
Maintainer | Shaoyang Ning <shaoyangning@fas.harvard.edu> |
License | MIT + file LICENSE |
Version | 1.0.1 |
Package repository | View on CRAN |
Installation |
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