pencopulaCond

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Estimating Non-Simplified Vine Copulas Using Penalized Splines

Christian Schellhase

Last update: 31 May 2017

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

Software version identifier: 0.2

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

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

Cited In (6)

• Analyzing dependent data with vine copulas. A practical guide with R
• pacotest
• PivotalR
• penRvine
• CDVineCopulaConditional
• pyvinecopulib

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