CRAN

kdecopula 0.9.2

Kernel Smoothing for Bivariate Copula Densities

Released Apr 9, 2018 by Thomas Nagler

This package can be loaded by Renjin but 11 out 12 tests failed.

Dependencies

RcppArmadillo 0.8.500.0 quadprog 1.5-5 lattice 0.20-35 Rcpp locfit 1.5-9.1 qrng 0.0-3

Provides fast implementations of kernel smoothing techniques for bivariate copula densities, in particular density estimation and resampling, see Nagler (2018) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>kdecopula</artifactId>
    <version>0.9.2-b3</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:kdecopula')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.