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 [issues need fixing before 2025-09-03] |
Reference manual: | kdevine.html , kdevine.pdf |
Package source: | kdevine_0.4.5.tar.gz |
Windows binaries: | r-devel: kdevine_0.4.5.zip, r-release: kdevine_0.4.5.zip, r-oldrel: kdevine_0.4.5.zip |
macOS binaries: | r-release (arm64): kdevine_0.4.5.tgz, r-oldrel (arm64): kdevine_0.4.5.tgz, r-release (x86_64): kdevine_0.4.5.tgz, r-oldrel (x86_64): kdevine_0.4.5.tgz |
Old sources: | kdevine archive |
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