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
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.4.4 |
| URL | https://github.com/tnagler/kdevine |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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