https://github.com/cran/kdevine
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Tip revision: 33b0b56078c01238cc31cd958eaf4253e8aeba8b authored by Thomas Nagler on 14 January 2017, 11:46 UTC
version 0.3.0
Tip revision: 33b0b56
README.md
kdevine
=========

> Multivariate kernel density estimation with vine copulas

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This package implements a vine copula based kernel density estimator. The 
estimator does not suffer from the curse of dimensionality and is therefore well 
suited for high-dimensional applications (see, Nagler and Czado, 2016). 

You can install the latest development version as follows:

``` r
devtools::install_github("tnagler/kdevine")
```


References
----------


Nagler, T., Czado, C. (2016)  
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas  
*Journal of Multivariate Analysis 151, 69-89* ([doi:10.1016/j.jmva.2016.07.003](http://dx.doi.org/10.1016/j.jmva.2016.07.003))  
[preprint](http://arxiv.org/abs/1503.03305)

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