penDvine

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

Christian Schellhase

Last update: 9 July 2015

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1, 0.2.2, 0.2.4, 0.2

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

Cited In (1)

• Flexible pair-copula estimation in D-vines using bivariate penalized splines

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