pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines

Estimating Non-Simplified Vine Copulas Using Penalized Splines.

Version: 0.2
Depends: R (≥ 3.1.1), lattice, fda, latticeExtra, pacotest
Imports: quadprog, doParallel, foreach, TSP, igraph
Suggests: MASS
Published: 2017-05-31
Author: Christian Schellhase
Maintainer: Christian Schellhase <cschellhase at wiwi.uni-bielefeld.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: pencopulaCond results

Documentation:

Reference manual: pencopulaCond.pdf

Downloads:

Package source: pencopulaCond_0.2.tar.gz
Windows binaries: r-devel: pencopulaCond_0.2.zip, r-release: pencopulaCond_0.2.zip, r-oldrel: pencopulaCond_0.2.zip
macOS binaries: r-release (arm64): pencopulaCond_0.2.tgz, r-oldrel (arm64): pencopulaCond_0.2.tgz, r-release (x86_64): pencopulaCond_0.2.tgz, r-oldrel (x86_64): pencopulaCond_0.2.tgz

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