kdecopula: Kernel Smoothing for Bivariate Copula Densities

Provides fast implementations of kernel smoothing techniques for bivariate copula densities, in particular density estimation and resampling.

Install the latest version of this package by entering the following in R:
install.packages("kdecopula")
AuthorThomas Nagler [aut, cre], Kuangyu Wen [ctb]
Date of publication2017-04-11 21:53:31 UTC
MaintainerThomas Nagler <thomas.nagler@tum.de>
LicenseGPL-3
Version0.8.1
https://github.com/tnagler/kdecopula

View on CRAN

Files

inst
inst/README-unnamed-chunk-10-1.png
inst/README-unnamed-chunk-8-1.png
inst/README-unnamed-chunk-3-1.png
inst/README-unnamed-chunk-9-1.png
inst/README-unnamed-chunk-7-1.png
inst/doc
inst/doc/kdecopula.pdf.asis
inst/doc/kdecopula.pdf
inst/README-unnamed-chunk-12-1.png
inst/README-unnamed-chunk-6-1.png
inst/include
inst/include/integrate.h
inst/include/evaluators.h
inst/include/renorm.h
inst/include/interp.h
inst/include/hfunc.h
inst/include/kernels.h
tests
tests/testthat.R
tests/testthat
tests/testthat/test-bandwidths.R
src
src/Makevars
src/renorm.cpp
src/hfunc.cpp
src/integrate.cpp
src/evaluators.cpp
src/interp.cpp
src/kernels.cpp
src/Makevars.win
src/init.c
src/RcppExports.cpp
NAMESPACE
NEWS.md
data
data/wdbc.rda
R
R/plot.kdecopula.R R/kdecopula-package.R R/helpers.R R/eval_tt.R R/tll_functions.R R/generics.R R/berncop.R R/RcppExports.R R/dprhkdecop.R R/bandwidths.R R/kdecop.R
vignettes
vignettes/kdecopula.pdf.asis
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/kdecopula.Rd man/bw_bern.Rd man/bw_mr.Rd man/wdbc.Rd man/bw_beta.Rd man/bw_tll_nn.Rd man/bw_t.Rd man/bw_tll.Rd man/hkdecop.Rd man/plot.kdecopula.Rd man/kdecop.Rd man/logLik.kdecopula.Rd man/dkdecop.Rd man/bw_tt_pi.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.