gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.

Package details

AuthorThomas Nagler [aut], Thibault Vatter [aut, cre]
MaintainerThibault Vatter <thibault.vatter@gmail.com>
LicenseGPL-3
Version0.0-7
URL https://github.com/tvatter/gamCopula
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gamCopula")

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gamCopula documentation built on Feb. 6, 2020, 5:12 p.m.