Ingrid Hob<c3><a6>k Haff

Ingrid Hobk Haff

1 packages on CRAN

copulareg

cran
99.99th

Percentile

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.