LocalCop
Local Likelihood Inference for Conditional Copula Models
Implements a local likelihood estimator for the dependence parameter in bivariate conditional copula models. Copula family and local likelihood bandwidth parameters are selected by leave-one-out cross-validation. The models are implemented in 'TMB', meaning that the local score function is efficiently calculated via automated differentiation (AD), such that quasi-Newton algorithms may be used for parameter estimation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.0.2 |
rolling linux/jammy R-4.5 | LocalCop_0.0.2.tar.gz |
876.4 KiB |
0.0.2 |
rolling linux/noble R-4.5 | LocalCop_0.0.2.tar.gz |
882.9 KiB |
0.0.2 |
rolling source/ R- | LocalCop_0.0.2.tar.gz |
567.1 KiB |
0.0.2 |
latest linux/jammy R-4.5 | LocalCop_0.0.2.tar.gz |
876.4 KiB |
0.0.2 |
latest linux/noble R-4.5 | LocalCop_0.0.2.tar.gz |
882.9 KiB |
0.0.2 |
latest source/ R- | LocalCop_0.0.2.tar.gz |
567.1 KiB |
0.0.2 |
2026-04-26 source/ R- | LocalCop_0.0.2.tar.gz |
567.1 KiB |
0.0.2 |
2026-04-23 source/ R- | LocalCop_0.0.2.tar.gz |
567.1 KiB |
0.0.2 |
2026-04-09 windows/windows R-4.5 | LocalCop_0.0.2.zip |
1.1 MiB |
0.0.2 |
2025-04-20 source/ R- | LocalCop_0.0.2.tar.gz |
567.1 KiB |