LocalCop
Local Likelihood Inference for Conditional Copula Models
v0.0.2
·
Sep 12, 2024
·
GPL-3
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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
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r-devel-linux-x86_64-debian-gcc
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r-devel-linux-x86_64-fedora-clang
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r-devel-linux-x86_64-fedora-gcc
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r-devel-macos-arm64
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r-devel-windows-x86_64
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r-oldrel-macos-arm64
installed package size
installed size is 65.4Mb
sub-directories of 1Mb or more:
libs 65.0Mb
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r-oldrel-macos-x86_64
installed package size
installed size is 64.4Mb
sub-directories of 1Mb or more:
libs 63.9Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 13.7Mb
sub-directories of 1Mb or more:
libs 13.3Mb
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r-patched-linux-x86_64
*
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r-release-linux-x86_64
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r-release-macos-arm64
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r-release-windows-x86_64
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 65.4Mb
sub-directories of 1Mb or more:
libs 65.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 64.4Mb
sub-directories of 1Mb or more:
libs 63.9Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 13.7Mb
sub-directories of 1Mb or more:
libs 13.3Mb
Dependency Network
Version History
new
0.0.2
Mar 9, 2026