LocalCop

cranv0.0.2

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 efficie

License GPL-3strong copyleft0 versions1 maintainers2 deps64 weekly dl
mlysy/LocalCop
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  • Low health score (33/100)
Health breakdown0 – 100
0/25
maintenance
0/20
popularity
25/25
security
6/15
maturity
2/15
community
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0
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Dependencies (2)
TMBVineCopula
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First published · 2024-09-12 17:46:25

Last updated · 2024-09-12T16:41:03+00:00

LocalCop — Health Score 33/100 | DepScope