Multivariate Kernel Density Estimation with Vine Copulas

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.


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install.packages("kdevine")

0.4.1 by Thomas Nagler, 4 months ago


https://github.com/tnagler/kdevine


Report a bug at https://github.com/tnagler/kdevine/issues


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


Authors: Thomas Nagler [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports graphics, stats, utils, MASS, Rcpp, qrng, KernSmooth, cctools, kdecopula, VineCopula, doParallel, parallel, foreach

Suggests testthat

Linking to Rcpp


See at CRAN