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Bibliographic Details
Main Authors:	Acar, Elif F., Lysy, Martin, Kuchinsky, Alan
Format:	Preprint
Published:	2024
Subjects:	Computation Methodology 62
Online Access:	https://arxiv.org/abs/2403.18245
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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).