gamCopula

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Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

Thibault Vatter, Thomas Nagler

Last update: 5 February 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.0-7

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

Cited In (3)

• Analyzing dependent data with vine copulas. A practical guide with R
• Regular vines with strongly chordal pattern of (conditional) independence
• Bivariate copula additive models for location, scale and shape

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