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gamCopula

swMATH ID: 25449
Software Authors: Thomas Nagler, Thibault Vatter
Description: 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.
Homepage: https://cran.r-project.org/web/packages/gamCopula/index.html
Source Code:  https://github.com/cran/gamCopula
Dependencies: R
Related Software: pacotest; VineCopula; copula; R; GGMselect; glasso; igraph; pencopulaCond; rvinecopulib; vinereg; CDVineCopulaConditional; pyvinecopulib; penRvine; TSP; kdecopula; kdevine; PivotalR; fGarch; bnlearn; mgcv
Cited in: 3 Documents

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