copulareg

cranv0.1.0

Copula Regression. Fits multivariate models in an R-vine pair copula construction framework, in such a way that the conditional copula can be easily evaluated. In addition, the package implements functionality to compute or approximate the conditional expectation via the conditional copula.

License MIT + file LICENCE0 versions1 maintainers1 deps77 weekly dl
https://CRAN.R-project.org/package=copulareg
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First published · 2021-02-22 21:50:38

Last updated · 2021-02-22T19:30:05+00:00