vines: Multivariate Dependence Modeling with Vines

Vines are graphical models for pair-copula constructions that represent high-dimensional distributions as a factorization of bivariate copulas and marginal density functions. This package contains S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.

Version: 1.0.11
Depends: methods, copula
Imports: ADGofTest, cubature, TSP
Published: 2014-03-05
Author: Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut]
Maintainer: Yasser Gonzalez-Fernandez <ygonzalezfernandez at gmail.com>
License: GPL (≥ 3)
URL: https://github.com/ygf/vines
NeedsCompilation: yes
Materials: NEWS
CRAN checks: vines results

Downloads:

Reference manual: vines.pdf
Package source: vines_1.0.11.tar.gz
OS X binary: vines_1.0.11.tgz
Windows binary: vines_1.0.11.zip
Old sources: vines archive

Reverse dependencies:

Reverse imports: copulaedas