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 <[email protected]>
MaintainerChristian Schellhase <[email protected]>
LicenseGPL (>= 2)
Version0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("penRvine")

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penRvine documentation built on May 30, 2017, 2:20 a.m.