CRAN

kdevine 0.4.2

Multivariate Kernel Density Estimation with Vine Copulas

Released Dec 17, 2018 by Thomas Nagler

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

Dependencies

VineCopula 2.1.6 foreach 1.4.4 qrng 0.0-5 kdecopula 0.9.2 Rcpp MASS 7.3-51.1 KernSmooth 2.23-15 cctools 0.1.1 doParallel 1.0.14

Implements the vine copula based kernel density estimator of Nagler and Czado (2016) . The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

Source

R
C++

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