R package gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas. Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Czado, Claudia: Analyzing dependent data with vine copulas. A practical guide with R (2019)
- Marra, Giampiero; Radice, Rosalba: Bivariate copula additive models for location, scale and shape (2017)