Local Likelihood Inference for Conditional Copula Models

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Documentation for package ‘LocalCop’ version 0.0.2

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

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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.