vines (1.1.3)

Multivariate Dependence Modeling with Vines.

https://github.com/yasserglez/vines
http://cran.r-project.org/web/packages/vines

Implementation of the vine graphical model for building high-dimensional distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.

Maintainer: Yasser González Fernández
Author(s): Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut]

License: GPL (>= 2)

Uses: Does not use any package
Reverse depends: copulaedas

Released over 4 years ago.