gamCopula: Generalized Additive Models for Bivariate Conditional Dependence
Structures and Vine Copulas
Implementation of various inference and simulation tools to
apply generalized additive models to bivariate dependence structures and
non-simplified vine copulas.
| Version: |
0.0-7 |
| Depends: |
R (≥ 3.1.0) |
| Imports: |
graphics, stats, utils, VineCopula (≥ 2.0.0), mgcv, MASS, gsl, numDeriv, methods, copula, igraph (≥ 1.0.0), parallel, foreach, doParallel |
| Published: |
2020-02-05 |
| DOI: |
10.32614/CRAN.package.gamCopula |
| Author: |
Thomas Nagler [aut],
Thibault Vatter [aut, cre] |
| Maintainer: |
Thibault Vatter <thibault.vatter at gmail.com> |
| BugReports: |
https://github.com/tvatter/gamCopula/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/tvatter/gamCopula |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
gamCopula results |
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