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: 0.4.5
Imports: graphics, stats, utils, MASS, Rcpp, qrng, KernSmooth, cctools, kdecopula (≥ 0.8.1), VineCopula, doParallel, parallel, foreach
LinkingTo: Rcpp
Suggests: testthat
Published: 2024-06-13
DOI: 10.32614/CRAN.package.kdevine
Author: Thomas Nagler [aut, cre]
Maintainer: Thomas Nagler <mail at tnagler.com>
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


Reference manual: kdevine.pdf


Package source: kdevine_0.4.5.tar.gz
Windows binaries: r-devel: kdevine_0.4.5.zip, r-release: kdevine_0.4.5.zip, r-oldrel: kdevine_0.4.5.zip
macOS binaries: r-release (arm64): kdevine_0.4.5.tgz, r-oldrel (arm64): kdevine_0.4.5.tgz, r-release (x86_64): kdevine_0.4.5.tgz, r-oldrel (x86_64): kdevine_0.4.5.tgz
Old sources: kdevine archive


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