VC2copula (0.1.0)

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Extend the 'copula' Package with Families and Models from 'VineCopula'.

https://github.com/tnagler/VC2copula
http://cran.r-project.org/web/packages/VC2copula

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.

Maintainer: Thomas Nagler
Author(s): Thomas Nagler [aut, cre], Benedikt Graeler [ctb]

License: GPL-3

Uses: copula, VineCopula, lattice, testthat, spelling

Released about 1 month ago.


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