Description Details Author(s) References Examples
The package 'pencopula' offers routines for estimating multivariate penalized copula densities and copula distribution. For details see the description of the function pencopula().
Package: | pencopula |
Type: | Package |
Version: | 0.3.5 |
Date: | 2014-02-17 |
License: GPL (>= 2) LazyLoad: | yes |
The packages contributes the function 'pencopula()' for estimating copula densities and copula distributions using penalized splines techniques.
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Flexible Copula Density Estimation with Penalized Hierarchical B-Splines, Kauermann G., Schellhase C. and Ruppert, D. (2013), Scandinavian Journal of Statistics 40(4), 685-705.
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