Copula Regression

Fits multivariate models in an R-vine pair copula construction framework, in such a way that the conditional copula can be easily evaluated. In addition, the package implements functionality to compute or approximate the conditional expectation via the conditional copula.


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install.packages("copulareg")

0.1.0 by Simon Boge Brant, 7 days ago


Browse source code at https://github.com/cran/copulareg


Authors: Simon Boge Brant [aut, cre, cph] , Ingrid Hobæk Haff [aut]


Documentation:   PDF Manual  


MIT + file LICENCE license


Imports rvinecopulib


See at CRAN