kdevine

Multivariate Kernel Density Estimation with Vine Copulas

CRAN Package

Implements the vine copula based kernel density estimator of Nagler and Czado (2016) . The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

  • Version0.4.5
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release06/13/2024

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  • Imports12 packages
  • Suggests1 package
  • Linking To1 package