تقرير
LocalCop: An R package for local likelihood inference for conditional copulas
العنوان: | LocalCop: An R package for local likelihood inference for conditional copulas |
---|---|
المؤلفون: | Acar, Elif F., Lysy, Martin, Kuchinsky, Alan |
سنة النشر: | 2024 |
المجموعة: | Statistics |
مصطلحات موضوعية: | Statistics - Computation, Statistics - Methodology, 62 |
الوصف: | Conditional copulas models allow the dependence structure between multiple response variables to be modelled as a function of covariates. LocalCop (Acar & Lysy, 2024) is an R/C++ package for computationally efficient semiparametric conditional copula modelling using a local likelihood inference framework developed in Acar, Craiu, & Yao (2011), Acar, Craiu, & Yao (2013) and Acar, Czado, & Lysy (2019). Comment: 6 pages, 2 figures; submitted to the Journal of Open Source Software (JOSS) |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/2403.18245 |
رقم الأكسشن: | edsarx.2403.18245 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |