vines (1.1.5)

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Multivariate Dependence Modeling with Vines.

https://github.com/yasserglez/vines
http://cran.r-project.org/web/packages/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.

Maintainer: Yasser González Fernández
Author(s): Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]

License: GPL (>= 2)

Uses: ADGofTest, copula, cubature, TSP, testthat
Reverse depends: copulaedas

Released 8 months ago.


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