gamCopula

MaRDI QIDQ37188swMATHCRANFDO

Authors Thibault Vatter, Thomas Nagler

Last update 2 April 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 0.0-7, PACKAGES.rds, 0.0-2, 0.0-3, 0.0-4, 0.0-5, 0.0-6, 0.0-8

Official website https://cran.r-project.org/web/packages/gamCopula/index.html

Source code repository https://github.com/cran/gamCopula

Description

Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.

Cited in

(14)

• Copula.surv
• Bivariate copula additive models for location, scale and shape
• Analyzing dependent data with vine copulas. A practical guide with R
• VineCopula
• Regular vines with strongly chordal pattern of (conditional) independence
• GGMselect
• CopulaRegression
• pacotest
• penRvine
• pyvinecopulib
• CDVineCopulaConditional
• vinereg
• pencopulaCond
• kde1d

This page was built for software: gamCopula