vines (1.0.8)

Multivariate Dependence Modeling with Vines.

Vines are graphical models for pair-copula constructions that allow 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 Gonzalez-Fernandez [aut, cre], Marta Soto [aut]

License: GPL (>= 3)

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

Released over 6 years ago.