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.


Reference manual

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0.4.1 by Thomas Nagler, 6 months ago

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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