samorso/nfcm: Spline Based Nonlinear Factor Copula Model
This package contains the code to replicate the numerical studies presented in the paper "Spline Based Nonlinear Factor Copula Model".
Getting started
Browse package contents
Package details |
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| Maintainer | Samuel Orso <Samuel.Orso@unige.ch> |
| License | GPL (>= 2) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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