kdevine (0.4.1)

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Multivariate Kernel Density Estimation with Vine Copulas.


Implements the vine copula based kernel density estimator of Nagler and Czado (2016) . The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

Maintainer: Thomas Nagler
Author(s): Thomas Nagler [aut, cre]

License: GPL-3

Uses: cctools, doParallel, foreach, kdecopula, KernSmooth, MASS, qrng, Rcpp, VineCopula, testthat

Released about 1 year ago.

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