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 <>
Package repositoryView on CRAN
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gamCopula documentation built on Feb. 6, 2020, 5:12 p.m.