LocalCop: An R package for local likelihood inference for conditional copulas
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866917623861608448 |
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| author | Acar, Elif F. Lysy, Martin Kuchinsky, Alan |
| author_facet | Acar, Elif F. Lysy, Martin Kuchinsky, Alan |
| contents | 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). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_18245 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | LocalCop: An R package for local likelihood inference for conditional copulas Acar, Elif F. Lysy, Martin Kuchinsky, Alan Computation Methodology 62 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). |
| title | LocalCop: An R package for local likelihood inference for conditional copulas |
| topic | Computation Methodology 62 |
| url | https://arxiv.org/abs/2403.18245 |