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: | 2.1.4 |
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: | 2018-02-11 |
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 |
Reference manual: | VineCopula.pdf |
Package source: | VineCopula_2.1.4.tar.gz |
Windows binaries: | r-devel: VineCopula_2.1.4.zip, r-release: VineCopula_2.1.4.zip, r-oldrel: VineCopula_2.1.4.zip |
OS X El Capitan binaries: | r-release: VineCopula_2.1.4.tgz |
OS X Mavericks binaries: | r-oldrel: VineCopula_2.1.3.tgz |
Old sources: | VineCopula archive |
Reverse depends: | CopulaRegression |
Reverse imports: | CDVineCopulaConditional, gamCopula, GJRM, gofCopula, kdevine, OpVaR, pacotest |
Reverse suggests: | copula, kdecopula |
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