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penRvine: Flexible R-Vines Estimation Using Bivariate Penalized Splines
Offers routines for estimating densities and copula distribution of R-vines using penalized splines.
Getting started
Browse package contents
Package details |
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| Author | Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de> |
| Maintainer | Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de> |
| License | GPL (>= 2) |
| Version | 0.2 |
| Package repository | View on CRAN |
| Installation |
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