  Conditional copulas models allow the dependence structure between multiple
response variables to be modelled as a function of covariates. LocalCop (Acar &
Lysy, 2024) is an R/C++ package for computationally efficient semiparametric
conditional copula modelling using a local likelihood inference framework
developed in Acar, Craiu, & Yao (2011), Acar, Craiu, & Yao (2013) and Acar,
Czado, & Lysy (2019).
