CRAN

gamCopula 0.0-5

Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

Released Apr 17, 2019 by Thibault Vatter

This package cannot yet be used with Renjin it depends on other packages which are not available: copula 0.999-19.1 and VineCopula 2.1.6

Dependencies

copula 0.999-19.1 VineCopula 2.1.6 gsl 2.1-6 MASS 7.3-51.4 numDeriv 2016.8-1 mgcv 1.8-28 foreach 1.4.4 igraph 1.2.4.1 doParallel 1.0.14

Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.

Source

R

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