VineCopula (2.3.0)

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Statistical Inference of Vine Copulas.

Provides tools for the statistical analysis of vine copula models. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.

Maintainer: Thomas Nagler
Author(s): Thomas Nagler [aut, cre], Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb]

License: GPL (>= 2)

Uses: ADGofTest, lattice, MASS, mvtnorm, TSP, network, numDeriv, testthat, CDVine, shiny, kdecopula
Reverse depends: CopulaRegression, vfcp
Reverse suggests: copula, kdecopula, vfcp

Released 4 months ago.

24 previous versions



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