vines (1.0.5)
Multivariate Dependence Modeling with Vines.
https://github.com/ygf/vines
http://cran.r-project.org/web/packages/vines
Vines are graphical models for pair-copula constructions that allow building high-dimensional distributions using bivariate copulas and marginal density functions. This package contains S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density evaluation, distribution function evaluation, and simulation.
Maintainer:
Yasser González Fernández
Author(s): Yasser González Fernández <ygonzalezfernandez@gmail.com> and Marta Rosa Soto Ortiz <mrosa@icimaf.cu>
License: GPL (>= 3)
Uses: ADGofTest, copula, cubature, TSP
Reverse depends: copulaedas
Released 10 months ago.
