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kdevine ========= > Multivariate kernel density estimation with vine copulas [![Build status Linux](https://travis-ci.org/tnagler/kdevine.svg?branch=master)](https://travis-ci.org/tnagler/kdevine) [![Build status Windows](https://ci.appveyor.com/api/projects/status/epfs987wspjqkwlk?svg=true)](https://ci.appveyor.com/project/tnagler/kdevine) [![CRAN version](http://www.r-pkg.org/badges/version/kdevine)](https://cran.r-project.org/package=kdevine) [![CRAN downloads](http://cranlogs.r-pkg.org/badges/kdevine)](https://cran.r-project.org/package=kdevine) 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)