CDVine: Statistical Inference of C- And D-Vine Copulas

Functions for statistical inference of canonical vine (C-vine) and D-vine copulas. Tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection are provided. 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: 1.4
Depends: R (≥ 2.11.0)
Imports: MASS, mvtnorm, graphics, igraph, stats
Published: 2015-10-29
Author: Ulf Schepsmeier, Eike Christian Brechmann
Maintainer: Tobias Erhardt <tobias.erhardt at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: CDVine citation info
Materials: ChangeLog
In views: Distributions
CRAN checks: CDVine results


Reference manual: CDVine.pdf
Package source: CDVine_1.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: CDVine_1.3.tgz, r-oldrel: CDVine_1.2.tgz
OS X Mavericks binaries: r-release: CDVine_1.4.tgz
Old sources: CDVine archive

Reverse dependencies:

Reverse depends: ESGtoolkit