Local Likelihood Inference for Conditional Copula Models R package LocalCop version 0.0.2 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. Software Depends: R (>= 3.5.0) Imports: TMB (>= 1.7.20), VineCopula LinkingTo: TMB, RcppEigen Suggests: testthat, parallel, knitr, rmarkdown, bookdown, kableExtra, dplyr, readr, tidyr, ggplot2 Martin Lysy <mlysy@uwaterloo.ca> Comprehensive R Archive Network (CRAN) Elif Fidan Acar [aut], Martin Lysy [aut, cre], Alan Kuchinsky [ctb] GPL-3 2024-09-12 application/tgz https://CRAN.R-project.org/package=LocalCop doi:10.32614/CRAN.package.LocalCop