vines (1.0.1)

Multivariate Dependence Modeling with Vines.

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

Vines are graphical models for pair-copula constructions that allows building high-dimensional distributions using bivariate copulas and marginal density functions. This package contains S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density evaluation, distribution function evaluation, and simulation.

Maintainer: Yasser González-Fernández
Author(s): Yasser González-Fernández <ygf@icmf.inf.cu> and Marta Soto <mrosa@icmf.inf.cu>

License: GPL (>= 3)

Uses: ADGofTest, copula, cubature, TSP
Reverse depends: copulaedas

Released over 8 years ago.