VineCopula (1.1-1)
Statistical inference of vine copulas.
http://cran.r-project.org/web/packages/VineCopula
This package provides functions for statistical inference of vine copulas. It contains tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. 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). For C- and D-vines links to the package CDVine are provided.
Maintainer:
Ulf Schepsmeier
Author(s): Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann
License: GPL (>= 2)
Uses: igraph0, MASS, mvtnorm, TSP, CDVine
Reverse depends: CopulaRegression
Released 3 months ago.
2 previous versions
- VineCopula_1.1. Released 4 months ago.
- VineCopula_1.0. Released 11 months ago.
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