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.
|Author||Simon Boge Brant [aut, cre, cph], Ingrid Hobæk Haff [aut]|
|Maintainer||Simon Boge Brant <email@example.com>|
|License||MIT + file LICENCE|
|Package repository||View on CRAN|
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