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

Flexible copula density estimation with penalized hierarchical B-Splines.

Package details

AuthorChristian Schellhase <[email protected]>
MaintainerChristian Schellhase <[email protected]>
LicenseGPL (>= 2)
Version0.3.5.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pencopula")

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pencopula documentation built on Sept. 1, 2018, 1:05 a.m.