vines: Multivariate Dependence Modeling with Vines

Implementation of the vine graphical model for building high-dimensional probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.

Version: 1.1.5
Depends: methods, copula
Imports: ADGofTest, cubature, TSP
Suggests: testthat
Published: 2016-07-28
DOI: 10.32614/CRAN.package.vines
Author: Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]
Maintainer: Yasser Gonzalez-Fernandez <ygonzalezfernandez at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: vines citation info
Materials: NEWS
In views: Distributions
CRAN checks: vines results


Reference manual: vines.pdf


Package source: vines_1.1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): vines_1.1.5.tgz, r-oldrel (arm64): vines_1.1.5.tgz, r-release (x86_64): vines_1.1.5.tgz, r-oldrel (x86_64): vines_1.1.5.tgz
Old sources: vines archive

Reverse dependencies:

Reverse imports: copulaedas


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