Flexible Copula Density Estimation with Penalized Hierarchical B-Splines

Flexible copula density estimation with penalized hierarchical B-Splines.


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install.packages("pencopula")

0.3.5.1 by Christian Schellhase, a year ago


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


Authors: Christian Schellhase <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on lattice, fda, quadprog, latticeExtra

Suggests MASS


See at CRAN