penDvine: Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines.

Package details

AuthorChristian Schellhase <>
MaintainerChristian Schellhase <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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penDvine documentation built on May 2, 2019, 1:06 p.m.