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Statistics > Computation

Title: LocalCop: An R package for local likelihood inference for conditional copulas

Authors: Elif F. Acar, Martin Lysy, Alan Kuchinsky
(Submitted on 27 Mar 2024)
Abstract: 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).
Comments: 6 pages, 2 figures; submitted to the Journal of Open Source Software (JOSS)
Subjects: Computation (stat.CO); Methodology (stat.ME)
MSC classes: 62
Cite as: arXiv:2403.18245 [stat.CO]
  (or arXiv:2403.18245v1 [stat.CO] for this version)

Submission history

From: Elif Fidan Acar PhD [view email]
[v1] Wed, 27 Mar 2024 04:21:11 GMT (106kb,D)
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