CDVine (1.4)

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Statistical Inference of C- And D-Vine Copulas.

Functions for statistical inference of canonical vine (C-vine) and D-vine copulas. Tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection are provided. 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: Tobias Erhardt
Author(s): Ulf Schepsmeier, Eike Christian Brechmann

License: GPL (>= 2)

Uses: igraph, MASS, mvtnorm
Reverse depends: SemiParBIVProbit
Reverse suggests: VineCopula

Released about 4 years ago.

20 previous versions



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Visit CDVine on R Graphical Manual.