kdevine: Multivariate Kernel Density Estimation with Vine Copulas
Implements the vine copula based kernel density estimator of
Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does
not suffer from the curse of dimensionality and is therefore well suited for
high-dimensional applications.
| Version: |
0.4.5 |
| Imports: |
graphics, stats, utils, MASS, Rcpp, qrng, KernSmooth, cctools, kdecopula (≥ 0.8.1), VineCopula, doParallel, parallel, foreach |
| LinkingTo: |
Rcpp |
| Suggests: |
testthat |
| Published: |
2024-06-13 |
| DOI: |
10.32614/CRAN.package.kdevine |
| Author: |
Thomas Nagler [aut, cre] |
| Maintainer: |
Thomas Nagler <mail at tnagler.com> |
| BugReports: |
https://github.com/tnagler/kdevine/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/tnagler/kdevine |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| CRAN checks: |
kdevine results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=kdevine
to link to this page.