penDvine (0.2.2)

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Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines.

http://cran.r-project.org/web/packages/penDvine

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines.

Maintainer: Christian Schellhase
Author(s): Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>

License: GPL (>= 2)

Uses: fda, lattice, Matrix, quadprog, TSP, doParallel

Released 2 months ago.

2 previous versions

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