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kdevine

Multivariate Kernel Density Estimation with Vine Copulas

v0.4.6 · Aug 18, 2025 · GPL-3

Description

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.

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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

Dependency Network

Dependencies Reverse dependencies MASS Rcpp qrng KernSmooth cctools kdecopula VineCopula doParallel foreach kdevine

Version History

new 0.4.6 Mar 10, 2026
updated 0.4.6 ← 0.4.5 diff Aug 17, 2025
updated 0.4.5 ← 0.4.4 diff Jun 12, 2024
updated 0.4.4 ← 0.4.3 diff Oct 17, 2022
updated 0.4.3 ← 0.4.2 diff May 11, 2021
updated 0.4.2 ← 0.4.1 diff Dec 16, 2018
updated 0.4.1 ← 0.4.0 diff May 18, 2017
updated 0.4.0 ← 0.3.0 diff Apr 26, 2017
new 0.3.0 Jan 13, 2017