Flexible Copula Density Estimation with Penalized Hierarchical B-Splines

Flexible copula density estimation with penalized hierarchical B-Splines.


Reference manual

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install.packages("pencopula") 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