LocalCop

0.0.2

Local Likelihood Inference for Conditional Copula Models

0packages depend

2.3Kdownloads / year

22.7%test coverage

13/13checks pass

Overview

About

Maintained by Martin LysyFirst published 2024-03-212 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("LocalCop", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("mlysy/LocalCop")

Development version from mlysy/LocalCop. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-localcop

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-LocalCop

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-LocalCop

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.7 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.41

22.7%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 81%
Return-value docs: 100%
References docs: 0%

Downloads

2.3K

CRAN downloads in the past year

Rank #15,822 · ~6/day · ~192/mo

Releases R versions

Daily download trend is not available in this view yet.

22630 days

71690 days

2.3K1 year

Compare downloads with other packages →

Also on450 r2u30 autocran

Repository

GitHub ↗ mlysy/localcop

1Stars

2Forks

0Open issues

1Open PRs

0Releases

94Commits

3Contributors

License GPL-3.0 · 94 commits · Last activity 2024-09-24

Stars over time

2019-11-22 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/mlysy/localcop on 2026-07-19.

Continuous integration (1)

GitHub Actions

Docs source (1)

README.Rmd

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (2)

TMB VineCopula

LinkingTo (2)

TMB RcppEigen

Suggests (10)

testthatparallelknitr rmarkdown bookdown kableExtra dplyr readr tidyr ggplot2

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 1,150 (46%)Rd 568 (23%)C++ 442 (18%)Vignettes 317 (13%)Other 47 (2%)

Code characteristics

Cyclomatic complexity: 2.0 median / 40 max
Test cases: 7 / 0.41 per code line

Test coverage

Line coverage

23%

Expression

24.0%

Tests / Examples

22.7% / 52% ex

Functions

41 14 exported

Complexity

7.9 avg / 40 max

Call network

41 nodes / 49 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

41 functions

Function	Cyclo	Coverage
CondiCopLikCV exp	6	0%
CondiCopLocFit exp	5	0%
CondiCopSelect exp	10	0%
.check_degree	2	0%
.check_parallel	2	0%
.get_band	1	0%

People & History

People (3)

Maintainer (1)

Martin Lysy

Author, Maintainer

Authors (2)

Martin Lysy

Author, Maintainer

Elif Fidan Acar

Author · added in 0.0.2

Contributors (1)

Alan Kuchinsky

Contributor

Listed in earlier versions (1)

Elif Acar

no longer listed · 0.0.1

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.0.2Latest
2024-09-12 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
0.0.1
2024-03-21
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2024-03-21
Total releases: 2 / 2 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: 569 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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