| Name : R-LocalCop
| |
| Version : 0.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.1
| Date : 2024-09-13 11:02:23
|
| Group : Development/Libraries/Other
| Source RPM : R-LocalCop-0.0.2-lp153.1.1.src.rpm
|
| Size : 2.09 MB
| |
| Packager : (none)
| |
| Summary : Local Likelihood Inference for Conditional Copula Models
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
