kdevine: Multivariate Kernel Density Estimation with Vine Copulas

Implements the vine copula based kernel density estimator of Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

Version:	0.4.3
Imports:	graphics, stats, utils, MASS, Rcpp, qrng, KernSmooth, cctools, kdecopula (≥ 0.8.1), VineCopula, doParallel, parallel, foreach
LinkingTo:	Rcpp
Suggests:	testthat
Published:	2021-05-12
Author:	Thomas Nagler [aut, cre]
Maintainer:	Thomas Nagler <mail at tnagler.com>
BugReports:	https://github.com/tnagler/kdevine/issues
License:	GPL-3
URL:	https://github.com/tnagler/kdevine
NeedsCompilation:	yes
Materials:	README NEWS
CRAN checks:	kdevine results

Documentation:

Reference manual:

kdevine.pdf

Downloads:

Package source:	kdevine_0.4.3.tar.gz
Windows binaries:	r-devel: kdevine_0.4.3.zip, r-release: kdevine_0.4.3.zip, r-oldrel: kdevine_0.4.3.zip
macOS binaries:	r-release (arm64): kdevine_0.4.3.tgz, r-oldrel (arm64): kdevine_0.4.3.tgz, r-release (x86_64): kdevine_0.4.3.tgz, r-oldrel (x86_64): kdevine_0.4.3.tgz
Old sources:	kdevine archive

Linking:

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