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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: | 0.4.4 |
| Imports: | graphics, stats, utils, MASS, Rcpp, qrng, KernSmooth, cctools, kdecopula (≥ 0.8.1), VineCopula, doParallel, parallel, foreach |
| LinkingTo: | Rcpp |
| Suggests: | testthat |
| Published: | 2022-10-18 |
| 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 |
| Reference manual: | kdevine.pdf |
| Package source: | kdevine_0.4.4.tar.gz |
| Windows binaries: | r-devel: kdevine_0.4.4.zip, r-release: kdevine_0.4.4.zip, r-oldrel: kdevine_0.4.4.zip |
| macOS binaries: | r-release (arm64): kdevine_0.4.4.tgz, r-oldrel (arm64): kdevine_0.4.4.tgz, r-release (x86_64): kdevine_0.4.4.tgz, r-oldrel (x86_64): kdevine_0.4.4.tgz |
| Old sources: | kdevine archive |
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