R: Local Likelihood Inference for Conditional Copula Models

# Local Likelihood Inference for Conditional Copula Models

## Documentation for package ‘LocalCop’ version 0.0.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

LocalCop-package | Local likelihood inference for conditional copula models.
BiCopEta2Par | Conversions between various bivariate copula parametrizations.
BiCopEta2Tau | Conversions between various bivariate copula parametrizations.
BiCopPar2Eta | Conversions between various bivariate copula parametrizations.
BiCopTau2Eta | Conversions between various bivariate copula parametrizations.
CondiCopLikCV | Cross-validated likelihood.
CondiCopLocFit | Local likelihood estimation.
CondiCopLocFun | Create a 'TMB' local likelihood function.
CondiCopSelect | Local likelihood bandwidth and/or family selection.
ConvertPar | Conversions between various bivariate copula parametrizations.
KernBeta | Local likelihood kernel functions.
KernBiQuad | Local likelihood kernel functions.
KernEpa | Local likelihood kernel functions.
KernFun | Local likelihood kernel functions.
KernGaus | Local likelihood kernel functions.
KernTriAng | Local likelihood kernel functions.
KernWeight | Calculate local likelihood kernel weights.
LocalCop | Local likelihood inference for conditional copula models.