kdevine: Multivariate Kernel Density Estimation with Vine Copulas

Implements the vine copula based kernel density estimator of Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

Version: 0.4.1
Imports: graphics, stats, utils, MASS, Rcpp, qrng, KernSmooth, cctools, kdecopula (≥ 0.8.1), VineCopula, doParallel, parallel, foreach
LinkingTo: Rcpp
Suggests: testthat
Published: 2017-05-19
Author: Thomas Nagler [aut, cre]
Maintainer: Thomas Nagler <thomas.nagler at tum.de>
BugReports: https://github.com/tnagler/kdevine/issues
License: GPL-3
URL: https://github.com/tnagler/kdevine
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: kdevine results

Downloads:

Reference manual: kdevine.pdf
Package source: kdevine_0.4.1.tar.gz
Windows binaries: r-devel: kdevine_0.4.1.zip, r-release: kdevine_0.4.1.zip, r-oldrel: kdevine_0.4.1.zip
OS X El Capitan binaries: r-release: kdevine_0.4.1.tgz
OS X Mavericks binaries: r-oldrel: kdevine_0.4.1.tgz
Old sources: kdevine archive

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