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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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Version

Install

install.packages('copulareg')

Monthly Downloads

155

Version

0.1.0

License

MIT + file LICENCE

Maintainer

Simon Boge Brant

Last Published

February 22nd, 2021

Functions in copulareg (0.1.0)

predict.copulareg

predict
plot.copulareg

predict
copulareg

copulareg