Package: LocalCop
Title: Local Likelihood Inference for Conditional Copula Models
Version: 0.0.2
Date: 2024-08-30
Authors@R: 
    c(person(given = "Elif Fidan",
             family = "Acar",
             role = "aut",
             email = "eacar@uoguelph.ca"),
      person(given = "Martin",
             family = "Lysy",
	     role = c("aut", "cre"),
	     email = "mlysy@uwaterloo.ca"),
      person(given = "Alan",
             family = "Kuchinsky",
	     role = "ctb"))
Description: Implements a local likelihood estimator for the dependence parameter in bivariate conditional copula models.  Copula family and local likelihood bandwidth parameters are selected by leave-one-out cross-validation.  The models are implemented in 'TMB', meaning that the local score function is efficiently calculated via automated differentiation (AD), such that quasi-Newton algorithms may be used for parameter estimation.
URL: https://github.com/mlysy/LocalCop,
        https://mlysy.github.io/LocalCop/
BugReports: https://github.com/mlysy/LocalCop/issues
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
LinkingTo: TMB, RcppEigen
Imports: TMB (>= 1.7.20), VineCopula
RoxygenNote: 7.3.1
Suggests: testthat, parallel, knitr, rmarkdown, bookdown, kableExtra,
        dplyr, readr, tidyr, ggplot2
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-09-12 15:40:20 UTC; mlysy
Author: Elif Fidan Acar [aut],
  Martin Lysy [aut, cre],
  Alan Kuchinsky [ctb]
Maintainer: Martin Lysy <mlysy@uwaterloo.ca>
Repository: CRAN
Date/Publication: 2024-09-12 17:41:03 UTC
Built: R 4.4.3; x86_64-w64-mingw32; 2026-01-21 03:11:13 UTC; windows
Archs: x64
