LocalCop
Local Likelihood Inference for Conditional Copula Models
Implements a local likelihood estimator for the dependence parameter in bivariate conditional copula models. Copula family and local likelihood bandwidth parameters are selected by leave-one-out cross-validation. The models are implemented in 'TMB', meaning that the local score function is efficiently calculated via automated differentiation (AD), such that quasi-Newton algorithms may be used for parameter estimation.
- Version0.0.2
- R version≥ 3.5.0
- LicenseGPL-3
- Needs compilation?Yes
- Last release09/12/2024
Documentation
Team
Martin Lysy
Elif Fidan Acar
Show author detailsRolesAuthorAlan Kuchinsky
Show author detailsRolesContributor
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Last 30 days
This package has been downloaded 144 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.
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Last 365 days
This package has been downloaded 2,099 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Jan 03, 2025 with 27 downloads.
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Dependencies
- Imports2 packages
- Suggests9 packages
- Linking To2 packages