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: 2.4.0
Depends: R (≥ 3.1.0)
Imports: graphics, grDevices, stats, utils, MASS, mvtnorm, methods, ADGofTest, lattice, parallel
Suggests: CDVine, TSP, shiny, testthat, numDeriv, kdecopula (≥ 0.8.0), network
Published: 2020-10-03
Author: Thomas Nagler [aut, cre], Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], 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 <mail at tnagler.com>
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_2.4.0.tar.gz
Windows binaries: r-devel: VineCopula_2.4.0.zip, r-release: VineCopula_2.4.0.zip, r-oldrel: VineCopula_2.4.0.zip
macOS binaries: r-release: VineCopula_2.4.0.tgz, r-oldrel: VineCopula_2.4.0.tgz
Old sources: VineCopula archive

Reverse dependencies:

Reverse imports: AssetCorr, CDVineCopulaConditional, gamCopula, GJRM, gofCopula, kdevine, MMDCopula, OpVaR, pacotest, VC2copula
Reverse suggests: copula, kdecopula

Linking:

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