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: 0.9.2
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: 2018-04-09
DOI: 10.32614/CRAN.package.kdecopula
Author: Thomas Nagler [aut, cre], Kuangyu Wen [ctb]
Maintainer: Thomas Nagler <thomas.nagler at tum.de>
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:

Reference manual: kdecopula.pdf
Vignettes: kdecopula

Downloads:

Package source: kdecopula_0.9.2.tar.gz
Windows binaries: r-devel: kdecopula_0.9.2.zip, r-release: kdecopula_0.9.2.zip, r-oldrel: kdecopula_0.9.2.zip
macOS binaries: r-release (arm64): kdecopula_0.9.2.tgz, r-oldrel (arm64): kdecopula_0.9.2.tgz, r-release (x86_64): kdecopula_0.9.2.tgz, r-oldrel (x86_64): kdecopula_0.9.2.tgz
Old sources: kdecopula archive

Reverse dependencies:

Reverse imports: kdevine
Reverse suggests: Surrogate, VineCopula

Linking:

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