Estimating Non-Simplified Vine Copulas Using Penalized Splines

Estimating Non-Simplified Vine Copulas Using Penalized Splines.


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install.packages("pencopulaCond")

0.2 by Christian Schellhase, 2 years ago


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


Authors: Christian Schellhase <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Imports quadprog, doParallel, foreach, TSP, igraph

Depends on lattice, fda, latticeExtra, pacotest

Suggests MASS


See at CRAN