kdecopula: Kernel Smoothing for Bivariate Copula Densities
Provides fast implementations of kernel smoothing techniques for
bivariate copula densities, in particular density estimation and resampling,
see Nagler (2018) <doi:10.18637/jss.v084.i07>.
| Version: |
0.9.3 |
| Depends: |
R (≥ 3.0.0) |
| Imports: |
lattice, locfit, qrng, Rcpp (≥ 0.11.2), graphics, grDevices, stats, utils, quadprog |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
R.rsp, VineCopula, testthat |
| Published: |
2025-03-24 |
| DOI: |
10.32614/CRAN.package.kdecopula |
| Author: |
Thomas Nagler [aut, cre],
Kuangyu Wen [ctb] |
| Maintainer: |
Thomas Nagler <mail at tnagler.com> |
| BugReports: |
https://github.com/tnagler/kdecopula/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/tnagler/kdecopula |
| NeedsCompilation: |
yes |
| Citation: |
kdecopula citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
kdecopula results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=kdecopula
to link to this page.