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gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.

Version: 0.0-7
Depends: R (≥ 3.1.0)
Imports: graphics, stats, utils, VineCopula (≥ 2.0.0), mgcv, MASS, gsl, numDeriv, methods, copula, igraph (≥ 1.0.0), parallel, foreach, doParallel
Published: 2020-02-05
DOI: 10.32614/CRAN.package.gamCopula
Author: Thomas Nagler [aut], Thibault Vatter [aut, cre]
Maintainer: Thibault Vatter <thibault.vatter at gmail.com>
BugReports: https://github.com/tvatter/gamCopula/issues
License: GPL-3
URL: https://github.com/tvatter/gamCopula
NeedsCompilation: no
Materials: README NEWS
CRAN checks: gamCopula results

Documentation:

Reference manual: gamCopula.pdf

Downloads:

Package source: gamCopula_0.0-7.tar.gz
Windows binaries: r-devel: gamCopula_0.0-7.zip, r-release: gamCopula_0.0-7.zip, r-oldrel: gamCopula_0.0-7.zip
macOS binaries: r-release (arm64): gamCopula_0.0-7.tgz, r-oldrel (arm64): gamCopula_0.0-7.tgz, r-release (x86_64): gamCopula_0.0-7.tgz, r-oldrel (x86_64): gamCopula_0.0-7.tgz
Old sources: gamCopula archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.