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).
|Depends:||R (≥ 2.11.0)|
|Imports:||MASS, mvtnorm, graphics, igraph, stats|
|Author:||Ulf Schepsmeier, Eike Christian Brechmann|
|Maintainer:||Tobias Erhardt <tobias.erhardt at tum.de>|
|License:||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|
|Citation:||CDVine citation info|
|CRAN checks:||CDVine results|
|Windows binaries:||r-devel: CDVine_1.4.zip, r-release: CDVine_1.4.zip, r-oldrel: CDVine_1.4.zip|
|OS X Mavericks binaries:||r-release: CDVine_1.4.tgz, r-oldrel: CDVine_1.4.tgz|
|Old sources:||CDVine archive|
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