gamCopula

Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

CRAN Package

Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.

  • Version0.0-7
  • R version≥ 3.1.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release02/05/2020

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Dependencies

  • Depends1 package
  • Imports12 packages