Package: kdevine 0.4.6

kdevine: Multivariate Kernel Density Estimation with Vine Copulas

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.

Authors:Thomas Nagler [aut, cre]

kdevine_0.4.6.tar.gz
kdevine_0.4.6.zip(r-4.7-x86_64)kdevine_0.4.6.zip(r-4.6-x86_64)kdevine_0.4.6.zip(r-4.5-x86_64)
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kdevine_0.4.6.tar.gz(r-4.7-arm64)kdevine_0.4.6.tar.gz(r-4.7-x86_64)kdevine_0.4.6.tar.gz(r-4.6-arm64)kdevine_0.4.6.tar.gz(r-4.6-x86_64)
kdevine_0.4.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
kdevine/json (API)

# Install 'kdevine' in R:

install.packages('kdevine', repos = c('https://tnagler.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/tnagler/kdevine/issues

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

wdbc - Wisconsin Diagnostic Breast Cancer

On CRAN:

cpp

4.47 score 16 stars 37 scripts 336 downloads 11 exports 17 dependencies

Last updated from:ec7f5b7a08. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	155
linux-devel-x86_64	OK	176
source / vignettes	OK	182
linux-release-arm64	OK	164
linux-release-x86_64	OK	174
macos-release-arm64	OK	120
macos-release-x86_64	OK	183
macos-oldrel-arm64	OK	79
macos-oldrel-x86_64	OK	218
windows-devel	OK	118
windows-release	OK	119
windows-oldrel	OK	102
wasm-release	OK	124

Exports:dkde1d dkdevine dkdevinecop kde1d kdevine kdevinecop pkde1d qkde1d rkde1d rkdevine rkdevinecop

Dependencies:ADGofTest cctools codetools doParallel foreach iterators kdecopula KernSmooth lattice locfit MASS mvtnorm qrng quadprog Rcpp RcppArmadillo VineCopula

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Kernel Smoothing for Bivariate Copula Densities	kdevine-package
Contour plots of pair copula kernel estimates	contour.kdevinecop
Working with a kde1d object	dkde1d pkde1d pkde1d, qkde1d qkde1d, rkde1d
Evaluate the density of a kdevine object	dkdevine
Working with a 'kdevinecop' object	dkdevinecop dkevinecop rkdevinecop
Univariate kernel density estimation for bounded and unbounded support	kde1d
Kernel density estimatior based on simplified vine copulas	kdevine
Kernel estimation of vine copula densities	kdevinecop
Plotting kde1d objects	lines.kde1d plot.kde1d
Simulate from a kdevine object	rkdevine
Wisconsin Diagnostic Breast Cancer (WDBC)	wdbc