kdevine

MaRDI QIDQ31908swMATHCRANFDO

Authors Thomas Nagler

Last update 18 August 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 0.4.4, PACKAGES.rds, 0.3.0, 0.4.0, 0.4.1, 0.4.2, 0.4.3, 0.4.5, 0.4.6

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

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

Description

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.

Cites work

• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

Cited in

(10)

• Analyzing dependent data with vine copulas. A practical guide with R
• ks
• penDvine
• pacotest
• kdecopula
• penRvine
• pyvinecopulib
• CDVineCopulaConditional
• pencopulaCond
• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

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