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NPStat  5.10.0
SequentialCopulaSmoother.hh File Reference

LOrPE copula smoother with cross-validation using tensor product filters. More...

#include "npstat/stat/CVCopulaSmoother.hh"
#include "npstat/stat/SequentialPolyFilterND.hh"
#include "npstat/stat/AbsDistribution1D.hh"
#include "npstat/stat/SequentialCopulaSmoother.icc"

Go to the source code of this file.

Classes

class  npstat::SequentialCopulaSmoother
 

Namespaces

 npstat
 

Detailed Description

LOrPE copula smoother with cross-validation using tensor product filters.

The cross-validation is implemented in the base class, this class only needs to build the filters for different bandwidth values.

Author: I. Volobouev

September 2010