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

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

Version: 0.2.2
Depends: R (≥ 2.15.1), lattice, quadprog, TSP, fda, Matrix
Suggests: doParallel
Published: 2013-03-12
Author: Christian Schellhase
Maintainer: Christian Schellhase <cschellhase at wiwi.uni-bielefeld.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: penDvine results

Downloads:

Reference manual: penDvine.pdf
Package source: penDvine_0.2.2.tar.gz
OS X binary: penDvine_0.2.2.tgz
Windows binary: penDvine_0.2.2.zip
Old sources: penDvine archive