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: | 0.4.6 |
| Imports: | graphics, stats, utils,MASS,Rcpp,qrng,KernSmooth,cctools,kdecopula (≥ 0.8.1),VineCopula,doParallel, parallel,foreach |
| LinkingTo: | Rcpp |
| Suggests: | testthat |
| Published: | 2025-08-18 |
| 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 |
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