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

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

Version: 0.2.4
Depends: R (≥ 2.15.1), lattice, TSP, fda, Matrix, foreach
Imports: quadprog, latticeExtra, doParallel
Published: 2015-07-09
Author: Christian Schellhase
Maintainer: Christian Schellhase <cschellhase at wiwi.uni-bielefeld.de>
BugReports: NA
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: NA
NeedsCompilation: no
CRAN checks: penDvine results

Downloads:

Reference manual: penDvine.pdf
Package source: penDvine_0.2.4.tar.gz
Windows binaries: r-devel: penDvine_0.2.4.zip, r-release: penDvine_0.2.4.zip, r-oldrel: penDvine_0.2.4.zip
OS X Mavericks binaries: r-release: penDvine_0.2.4.tgz, r-oldrel: penDvine_0.2.4.tgz
Old sources: penDvine archive