Provides fast implementations of kernel smoothing techniques for bivariate copula densities, in particular density estimation and resampling.

Documentation

Manual: kdecopula.pdf
Vignette: kdecopula

Maintainer: Thomas Nagler <thomas.nagler at tum.de>

Author(s): Thomas Nagler*, Kuangyu Wen*

Install package and any missing dependencies by running this line in your R console:

install.packages("kdecopula")

Depends R (>= 3.0.0)
Imports lattice, locfit, qrng, Rcpp(>=0.11.2), graphics, grDevices, stats, utils, quadprog
Suggests R.rsp, VineCopula, testthat
Enhances
Linking to Rcpp, RcppArmadillo
Reverse
depends
Reverse
imports
kdevine, VineCopula
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package kdecopula
Materials
URL https://github.com/tnagler/kdecopula
Task Views
Version 0.9.0
Published 2017-05-16
License GPL-3
BugReports https://github.com/tnagler/kdecopula/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks kdecopula check results
Package source kdecopula_0.9.0.tar.gz