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kdecopula

Kernel Smoothing for Bivariate Copula Densities

v0.9.3 · Mar 24, 2025 · GPL-3
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Description

Provides fast implementations of kernel smoothing techniques for bivariate copula densities, in particular density estimation and resampling, see Nagler (2018) <doi:10.18637/jss.v084.i07>.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (3)

imports

kdevine

suggests

Surrogate VineCopula

Dependency Network

Dependencies Reverse dependencies lattice locfit qrng Rcpp quadprog kdevine Surrogate VineCopula kdecopula

Version History

new 0.9.3 Mar 10, 2026
updated 0.9.3 ← 0.9.2 diff Mar 23, 2025
updated 0.9.2 ← 0.9.1 diff Apr 9, 2018
updated 0.9.1 ← 0.9.0 diff Oct 5, 2017
updated 0.9.0 ← 0.8.1 diff May 15, 2017
updated 0.8.1 ← 0.8.0 diff Apr 10, 2017
updated 0.8.0 ← 0.7.0 diff Dec 24, 2016
updated 0.7.0 ← 0.6.0 diff Nov 25, 2016
updated 0.6.0 ← 0.5.0 diff May 13, 2016
updated 0.5.0 ← 0.4.1 diff Feb 15, 2016
updated 0.4.1 ← 0.4.0 diff Nov 23, 2015
updated 0.4.0 ← 0.3.0 diff Oct 21, 2015
updated 0.3.0 ← 0.2.0 diff Oct 5, 2015
updated 0.2.0 ← 0.1.0 diff Sep 24, 2015
updated 0.1.0 ← 0.0.4 diff Sep 9, 2015
updated 0.0.4 ← 0.0.3 diff Aug 13, 2015
updated 0.0.3 ← 0.0.2 diff Jul 20, 2015
updated 0.0.2 ← 0.0.1 diff Jun 17, 2015
new 0.0.1 Jun 16, 2015