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DESCRIPTION
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Package: kdevine
Type: Package
Title: Multivariate Kernel Density Estimation with Vine Copulas
Version: 0.4.1
Date: 2017-05-20
Authors@R: person("Thomas", "Nagler", ,"thomas.nagler@tum.de", c("aut", "cre"))
URL: https://github.com/tnagler/kdevine
BugReports: https://github.com/tnagler/kdevine/issues
Description: Implements the vine copula based kernel density estimator of
Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does
not suffer from the curse of dimensionality and is therefore well suited for
high-dimensional applications.
License: GPL-3
Imports:
graphics,
stats,
utils,
MASS,
Rcpp,
qrng,
KernSmooth,
cctools,
kdecopula (>= 0.8.1),
VineCopula,
doParallel,
parallel,
foreach
LazyData: yes
LinkingTo: Rcpp
RoxygenNote: 6.0.1
Suggests: testthat
Roxygen: list(markdown = TRUE)