The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

CDVineCopulaConditional: Sampling from Conditional C- and D-Vine Copulas

Provides tools for sampling from a conditional copula density decomposed via Pair-Copula Constructions as C- or D- vine. Here, the vines which can be used for such a sampling are those which sample as first the conditioning variables (when following the sampling algorithms shown in Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001>). The used sampling algorithm is presented and discussed in Bevacqua et al. (2017) <doi:10.5194/hess-2016-652>, and it is a modified version of that from Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001>. A function is available to select the best vine (based on information criteria) among those which allow for such a conditional sampling. The package includes a function to compare scatterplot matrices and pair-dependencies of two multivariate datasets.

Version: 0.1.1
Depends: R (≥ 2.10)
Imports: combinat, graphics, stats, VineCopula
Suggests: testthat
Published: 2017-07-28
DOI: 10.32614/CRAN.package.CDVineCopulaConditional
Author: Emanuele Bevacqua [aut, cre]
Maintainer: Emanuele Bevacqua <emanuele.bevacqua at uni-graz.at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: CDVineCopulaConditional citation info
CRAN checks: CDVineCopulaConditional results

Documentation:

Reference manual: CDVineCopulaConditional.pdf

Downloads:

Package source: CDVineCopulaConditional_0.1.1.tar.gz
Windows binaries: r-devel: CDVineCopulaConditional_0.1.1.zip, r-release: CDVineCopulaConditional_0.1.1.zip, r-oldrel: CDVineCopulaConditional_0.1.1.zip
macOS binaries: r-release (arm64): CDVineCopulaConditional_0.1.1.tgz, r-oldrel (arm64): CDVineCopulaConditional_0.1.1.tgz, r-release (x86_64): CDVineCopulaConditional_0.1.1.tgz, r-oldrel (x86_64): CDVineCopulaConditional_0.1.1.tgz
Old sources: CDVineCopulaConditional archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CDVineCopulaConditional to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.