CDVine: Statistical inference of C- and D-vine copulas

This package provides functions for statistical inference of canonical vine (C-vine) and D-vine copulas. It contains tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data).

Version: 1.2
Depends: R (≥ 2.11.0), MASS, mvtnorm, igraph
Published: 2014-03-27
Author: Ulf Schepsmeier, Eike Christian Brechmann
Maintainer: Tobias Erhardt <tobias.erhardt at tum.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: CDVine citation info
Materials: ChangeLog
In views: Distributions
CRAN checks: CDVine results

Downloads:

Reference manual: CDVine.pdf
Package source: CDVine_1.2.tar.gz
Windows binaries: r-devel: CDVine_1.2.zip, r-release: CDVine_1.2.zip, r-oldrel: CDVine_1.2.zip
OS X Snow Leopard binaries: r-release: CDVine_1.2.tgz, r-oldrel: CDVine_1.2.tgz
OS X Mavericks binaries: r-release: CDVine_1.2.tgz
Old sources: CDVine archive

Reverse dependencies:

Reverse depends: ESGtoolkit, SemiParBIVProbit
Reverse suggests: VineCopula