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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 |
| Reference manual: | kdecopula.pdf |
| Vignettes: |
kdecopula |
| 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 imports: | kdevine |
| Reverse suggests: | Surrogate, VineCopula |
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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.