copulareg: Copula Regression

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.

Getting started

Package details

AuthorSimon Boge Brant [aut, cre, cph], Ingrid Hobæk Haff [aut]
MaintainerSimon Boge Brant <>
LicenseMIT + file LICENCE
Package repositoryView on CRAN
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copulareg documentation built on Feb. 23, 2021, 1:07 a.m.