Local Likelihood Inference for Conditional Copula Models
Overview
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 efficiently calculated via automated differentiation (AD), such that quasi-Newton algorithms may be used for parameter estimation.
Minor Changes
- Added rotated copula families 13, 14, 23, 24, 33, 34.
Bug Fixes
- Streamlined family and degree checks.
- Added missing semicolons after TMB macros.
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
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- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 8includes a package overview page
- Examples that run
- 100%5 run in a plain check
- Exported functions with examples
- 57%
- Documented parameters
- 81%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 94%
- Median days to close, 50 most recently updated closed issues
- 23
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Forks over time
Issues over time
PRs over time
6 development-tooling and community-health practices detected across 2 families in the upstream repository
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pkgdown site last built 2024-09-24
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
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- RR 4.4.0 released · 2024-04-24
- 0.0.12024-03-21
- RR 4.3.0 released · 2023-04-21
Package metadata
- First published
- 2024-03-21
- Total releases
- 2 / 2 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 569 KB
Cite
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