pencopula: Flexible Copula Density Estimation with Penalized Hierarchical B-Splines

Flexible copula density estimation with penalized hierarchical B-Splines.

Package details

AuthorChristian Schellhase <>
MaintainerChristian Schellhase <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the pencopula package in your browser

Any scripts or data that you put into this service are public.

pencopula documentation built on May 2, 2019, 7:21 a.m.