copulareg (version 0.1.0)

Copula Regression

Description

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.

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Install

install.packages('copulareg')

Monthly Downloads

152

Version

0.1.0

License

MIT + file LICENCE

Last Published

February 22nd, 2021

Functions in copulareg (0.1.0)