rvinecopulib (

0 users

High Performance Algorithms for Vine Copula Modeling.


Provides an interface to 'vinecopulib', a C++ library for vine copula modeling. The 'rvinecopulib' package implements the core features of the popular 'VineCopula' package, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker and more modern API, improved performances, especially in high dimensions, nonparametric and multi-parameter families, and the ability to model discrete variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only C++ library (currently version 0.5.1). Thus users do not need to install 'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib' is licensed under the GNU GPL version 3.

Maintainer: Thomas Nagler
Author(s): Thomas Nagler [aut, cre], Thibault Vatter [aut]

License: GPL-3 | file LICENSE

Uses: assertthat, kde1d, lattice, Rcpp, ggplot2, igraph, testthat, ggraph

Released about 1 month ago.

14 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of rvinecopulib yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for rvinecopulib on google, google scholar, r-help, r-devel.

Visit rvinecopulib on R Graphical Manual.