copulareg v0.1.0

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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.

Functions in copulareg

Name Description
predict.copulareg predict
plot.copulareg predict
copulareg copulareg
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Details

Type Package
License MIT + file LICENCE
Encoding UTF-8
LazyData true
RoxygenNote 7.1.0
NeedsCompilation no
Packaged 2021-02-15 12:28:04 UTC; simon
Repository CRAN
Date/Publication 2021-02-22 20:30:05 UTC

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