VineCopula (1.5)

Statistical Inference of Vine Copulas.

http://cran.r-project.org/web/packages/VineCopula

Tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction are provided. Vine copula models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package 'CDVine' are provided.

Maintainer: Tobias Erhardt
Author(s): Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler, Thomas Nagler, Tobias Erhardt

License: GPL (>= 2)

Uses: ADGofTest, copula, igraph, lattice, MASS, mvtnorm, TSP, CDVine
Reverse depends: CopulaRegression, vfcp
Reverse suggests: copula, kdecopula, vfcp

Released over 4 years ago.