copulareg
Copula Regression
Fits multivariate models in an R-vine pair copula construction framework, in such a way that the conditional copula can be easily evaluated. In addition, the package implements functionality to compute or approximate the conditional expectation via the conditional copula.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
2026-04-09 windows/windows R-4.5 | copulareg_0.1.0.zip |
41.4 KiB |
Dependencies (latest)
Imports
- rvinecopulib (>= 0.5.4.1.0)