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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:

Please use the canonical form https://CRAN.R-project.org/package=kdecopula to link to this page.

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.