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penDvine  

Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines
View on CRAN: Click here


Download and install penDvine package within the R console
Install from CRAN:
install.packages("penDvine")

Install from Github:
library("remotes")
install_github("cran/penDvine")

Install by package version:
library("remotes")
install_version("penDvine", "0.2.4")



Attach the package and use:
library("penDvine")
Maintained by
Christian Schellhase
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-07-16
Latest Update: 2023-05-10
Description:
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines.
How to cite:
Christian Schellhase (2012). penDvine: Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines. R package version 0.2.4, https://cran.r-project.org/web/packages/penDvine. Accessed 03 Apr. 2025.
Previous versions and publish date:
0.1 (2012-07-16 16:08), 0.2.2 (2013-03-12 12:10), 0.2.4 (2015-07-09 18:11), 0.2 (2012-07-23 18:47)
Other packages that cited penDvine R package
View penDvine citation profile
Other R packages that penDvine depends, imports, suggests or enhances
Functions, R codes and Examples using the penDvine R package
Some associated functions: Derv1 . Derv2 . Dvine . Winddata . bernstein . cal.Dvine . cond.cop . f.hat.val . marg.likelihood . my.IC . my.loop . new.weights . order.Dvine . paircopula . pen.log.like . pen.matrix . penDvine-package . plot.paircopula . sim.Dvine . 
Some associated R codes: paircopula.R .  Full penDvine package functions and examples
Downloads during the last 30 days
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