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.


Reference manual

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0.1.0 by Simon Boge Brant, 7 days ago

Browse source code at

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

Documentation:   PDF Manual  

MIT + file LICENCE license

Imports rvinecopulib

See at CRAN