Does anyone know if there exist packages to fit multivariate Bernstein copula in R. I have searched, and I only find a couple of packages for bivariate copula (kdecopula, subcopem2D). since this is a rather popular non-parametric copula, I would assume such a package exist in R, but I have not been able to find it. Any help is much appreciated.
Asked
Active
Viewed 64 times
2 Answers
0
I think np package has nonparametric copula. But if you found other packages with more than two dimensions reply here please.
A H
- 1
- 2
-
Your answer could be improved with additional supporting information. Please [edit] to add further details, such as citations or documentation, so that others can confirm that your answer is correct. You can find more information on how to write good answers [in the help center](/help/how-to-answer). – Community May 17 '23 at 15:53
0
To the best of my knowledge, there are two R functions as follows:
rvinecopulib: covers bivariate and multivariate (vine) copula models. It also takes into account both parametric and non-parametric copula.
vinereg: provides D-vine copula regression models, including non-parametric copula families.
Dr. Alenezi
- 141
- 6