kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities
We describe the R package kdecopula (current version 0.9.2), which provides fast implementations of various kernel estimators for the copula density. Due to a variety of available plotting options it is particularly useful for the exploratory analysis of dependence structures. It can be further used...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2018-04-01
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| Series: | Journal of Statistical Software |
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| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2592 |