kdecopula: Kernel Smoothing for Bivariate Copula Densities

Provides fast implementations of kernel smoothing techniques for bivariate copula densities, in particular density estimation and resampling, see Nagler (2018) <doi:10.18637/jss.v084.i07>.

Getting started

Package details

AuthorThomas Nagler [aut, cre], Kuangyu Wen [ctb]
MaintainerThomas Nagler <mail@tnagler.com>
LicenseGPL-3
Version0.9.3
URL https://github.com/tnagler/kdecopula
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("kdecopula")

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kdecopula documentation built on April 4, 2025, 2:28 a.m.