penRvine (0.2)

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Flexible R-Vines Estimation Using Bivariate Penalized Splines.

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

Offers routines for estimating densities and copula distribution of R-vines using penalized splines.

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

License: GPL (>= 2)

Uses: copula, doParallel, fda, foreach, igraph, lattice, latticeExtra, Matrix, quadprog

Released over 2 years ago.


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