tnagler/kdevine: Multivariate Kernel Density Estimation with Vine Copulas

Implements the vine copula based kernel density estimator of Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.4.1
URL https://github.com/tnagler/kdevine
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("tnagler/kdevine")
tnagler/kdevine documentation built on Nov. 24, 2017, 10:13 a.m.