VineCopula: Statistical Inference of Vine Copulas

Provides tools for the statistical analysis of vine copula models. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.

Version: 2.1.3
Depends: R (≥ 3.1.0)
Imports: graphics, grDevices, stats, utils, MASS, mvtnorm, network, methods, copula (≥ 0.999-16), kdecopula (≥ 0.8.0), ADGofTest, lattice, doParallel, parallel, foreach
Suggests: CDVine, TSP, shiny
Published: 2017-08-15
Author: Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Thomas Nagler [aut, cre], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb]
Maintainer: Thomas Nagler <thomas.nagler at tum.de>
BugReports: https://github.com/tnagler/VineCopula/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/tnagler/VineCopula
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: VineCopula results

Downloads:

Reference manual: VineCopula.pdf
Package source: VineCopula_2.1.3.tar.gz
Windows binaries: r-devel: VineCopula_2.1.3.zip, r-release: VineCopula_2.1.3.zip, r-oldrel: VineCopula_2.1.3.zip
OS X El Capitan binaries: r-release: VineCopula_2.1.3.tgz
OS X Mavericks binaries: r-oldrel: VineCopula_2.1.3.tgz
Old sources: VineCopula archive

Reverse dependencies:

Reverse depends: CopulaRegression
Reverse imports: CDVineCopulaConditional, gamCopula, GJRM, gofCopula, kdevine, pacotest
Reverse suggests: copula, kdecopula, vfcp

Linking:

Please use the canonical form https://CRAN.R-project.org/package=VineCopula to link to this page.