gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.

Version: 0.0-2
Depends: R (≥ 3.0.2)
Imports: graphics, stats, utils, VineCopula (≥ 2.0.0), mgcv, MASS, gsl, numDeriv, methods, copula, igraph (≥ 1.0.0), parallel, foreach, doParallel
Published: 2017-01-14
Author: Thomas Nagler [aut], Thibault Vatter [aut, cre]
Maintainer: Thibault Vatter <thibault.vatter at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: gamCopula results

Downloads:

Reference manual: gamCopula.pdf
Package source: gamCopula_0.0-2.tar.gz
Windows binaries: r-devel: gamCopula_0.0-2.zip, r-release: gamCopula_0.0-2.zip, r-oldrel: gamCopula_0.0-2.zip
OS X Mavericks binaries: r-release: gamCopula_0.0-2.tgz, r-oldrel: gamCopula_0.0-2.tgz

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