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

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

Cited In (1)

• Analyzing dependent data with vine copulas. A practical guide with R

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