copulareg: 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.

Version: 0.1.0
Imports: rvinecopulib (≥ 0.5.4.1.0)
Published: 2021-02-22
Author: Simon Boge Brant [aut, cre, cph], Ingrid Hobæk Haff [aut]
Maintainer: Simon Boge Brant <simonbb at math.uio.no>
License: MIT + file LICENCE
NeedsCompilation: no
CRAN checks: copulareg results

Downloads:

Reference manual: copulareg.pdf
Package source: copulareg_0.1.0.tar.gz
Windows binaries: r-devel: copulareg_0.1.0.zip, r-release: copulareg_0.1.0.zip, r-oldrel: copulareg_0.1.0.zip
macOS binaries: r-release (arm64): copulareg_0.1.0.tgz, r-release (x86_64): copulareg_0.1.0.tgz, r-oldrel: copulareg_0.1.0.tgz

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