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LocalCop

0.0.2Package record

Local Likelihood Inference for Conditional Copula Models

0packages depend
2.5Kdownloads / year
22.7%test coverage
13/13flavors OK

Overview

About

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.

Changes in 0.0.2

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

CRAN checks
13OK
Slowest check: 4.8 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK12 OK2026-04-25
Show 1 earlier changeHide 1 earlier change
  • NOTE11 OK, 3 NOTE2026-03-10
Advisories

none known

Documentation

In release 0.0.2
README· In the repository, left out of the releaseVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.0.2Citation fileNoWebsiteYes · pkgdown
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

2.5K
CRAN downloads in the past year
Rank #18,531 · ~7/day · ~207/mo
Daily download trend is not available in this view yet.
23330 days
71190 days
2.5K1 year
Compare downloads with other packages →
Also on353 r2u1 autocran

Repository

1Stars
3Forks
0Open issues
1Open PRs
0Releases
94Commits
3Commit identities
License file reads as GPL-3.0 · 94 commits · Last activity 2024-09-24
Responsiveness
How these are sampled
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

2019-11-22 · 12026-07-07 · 1
PracticesBeta

6 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/mlysy/localcop on 2026-10-25.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (4)
README.Rmdpkgdown

GitHub Pages site last deployed 2024-09-24 · The repository has a site deploy workflow

pkgdown site last built 2024-09-24

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
13 external dependencies (excludes base and recommended)

Installing LocalCop adds 6 packages (5 with compiled code, 5.7 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppEigen 1.7 MB, mvtnorm 1.0 MB.

Depends (1)
R >= 3.5.0
Imports (2)
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (3)
Author, Maintainer since 0.0.1 (2024)
Author · added in 0.0.2
Contributor
Listed in earlier versions (1)
Elif Acar
no longer listed · 0.0.1
Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 0.0.2Latest
    record
    2024-09-12 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 0.0.1
    record
    2024-03-21
  • R
    R 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

Cite this package

Run in R for the authors' preferred citation:

citation("LocalCop")
Lysy, M., Acar, E. F., & Kuchinsky, A. (2024). LocalCop: Local Likelihood Inference for Conditional Copula Models (Version 0.0.2) [Computer software]. https://doi.org/10.32614/CRAN.package.LocalCop

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for LocalCop version 0.0.2 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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