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).
翻译:条件连接函数模型允许将多个响应变量之间的依赖结构建模为协变量的函数。LocalCop(Acar & Lysy, 2024)是一个R/C++语言程序包,采用Acar、Craiu与Yao(2011)、Acar、Craiu与Yao(2013)以及Acar、Czado与Lysy(2019)开发的局部似然推断框架,用于实现高效计算下的半参数条件连接函数建模。