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Fits multivariate models in an R-vine pair copula construction framework, in such a way that the conditional copula can be easily evaluated. In addition, the package implements functionality to compute or approximate the conditional expectation via the conditional copula.
| Version: | 0.1.0 |
| Imports: | rvinecopulib (≥ 0.5.4.1.0) |
| Published: | 2021-02-22 |
| DOI: | 10.32614/CRAN.package.copulareg |
| Author: | Simon Boge Brant [aut, cre, cph], Ingrid Hobæk Haff [aut] |
| Maintainer: | Simon Boge Brant <simonbb at math.uio.no> |
| License: | MIT + file LICENCE |
| NeedsCompilation: | no |
| CRAN checks: | copulareg results |
| Reference manual: | copulareg.pdf |
| Package source: | copulareg_0.1.0.tar.gz |
| Windows binaries: | r-devel: copulareg_0.1.0.zip, r-release: copulareg_0.1.0.zip, r-oldrel: copulareg_0.1.0.zip |
| macOS binaries: | r-release (arm64): copulareg_0.1.0.tgz, r-oldrel (arm64): copulareg_0.1.0.tgz, r-release (x86_64): copulareg_0.1.0.tgz, r-oldrel (x86_64): copulareg_0.1.0.tgz |
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