penRvine: Flexible R-Vines Estimation Using Bivariate Penalized Splines

Offers routines for estimating densities and copula distribution of R-vines using penalized splines.

Package details

AuthorChristian Schellhase <>
MaintainerChristian Schellhase <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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penRvine documentation built on May 30, 2017, 2:20 a.m.