kdevine: Multivariate Kernel Density Estimation with Vine Copulas

Implements the vine copula based kernel density estimator of Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

Package details

AuthorThomas Nagler [aut, cre]
MaintainerThomas Nagler <thomas.nagler@tum.de>
URL https://github.com/tnagler/kdevine
Package repositoryView on CRAN
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kdevine documentation built on May 1, 2019, 9:16 p.m.