pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines

Estimating Non-Simplified Vine Copulas 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("pencopulaCond")

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pencopulaCond documentation built on May 1, 2019, 7:56 p.m.