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 <[email protected]>
Package repositoryView on CRAN
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gamCopula documentation built on Aug. 18, 2017, 1:01 a.m.