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 <thomas.nagler@tum.de>
LicenseGPL-3
Version0.9.2
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 May 2, 2019, 1:06 a.m.