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. |