CDVine (1.1-12)
Statistical inference of C- and D-vine copulas.
http://cran.r-project.org/web/packages/CDVine
This package provides functions for statistical inference of canonical vine (C-vine) and D-vine copulas. It contains tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data).
Maintainer:
Ulf Schepsmeier
Author(s): Ulf Schepsmeier, Eike Christian Brechmann
License: GPL (>= 2)
Uses: igraph0, MASS, mvtnorm
Reverse suggests: VineCopula
Released 26 days ago.
16 previous versions
- CDVine_1.1-11. Released 4 months ago.
- CDVine_1.1-9. Released 11 months ago.
- CDVine_1.1-8. Released 11 months ago.
- CDVine_1.1-7. Released 12 months ago.
- CDVine_1.1-6. Released about 1 year ago.
- CDVine_1.1-5. Released over 1 year ago.
- CDVine_1.1-4. Released over 1 year ago.
- CDVine_1.1-3. Released over 1 year ago.
- CDVine_1.1-2. Released over 1 year ago.
- CDVine_1.1-1. Released over 1 year ago.
- CDVine_1.1. Released almost 2 years ago.
- CDVine_1.0-4. Released almost 2 years ago.
- CDVine_1.0-3. Released almost 2 years ago.
- CDVine_1.0-2. Released almost 2 years ago.
- CDVine_1.0-1. Released about 2 years ago.
- CDVine_1.0. Released about 2 years ago.
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