swMATH ID: 20086
Software Authors: Thomas Nagler
Description: R package 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.
Homepage: https://cran.r-project.org/web/packages/kdevine/index.html
Source Code:  https://github.com/cran/kdevine
Dependencies: R
Related Software: R; kdecopula; ks; penDvine; pencopula; Cubature; locfit; qrng; np; pencopulaCond; copula; rvinecopulib; vinereg; CDVineCopulaConditional; pyvinecopulib; penRvine; gamCopula; TSP; PivotalR; pacotest
Cited in: 2 Documents

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