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.
Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.
Version: | 2.5.0 |
Depends: | R (≥ 3.1.0) |
Imports: | graphics, grDevices, stats, utils, MASS, mvtnorm, methods, ADGofTest, lattice, parallel |
Suggests: | TSP, shiny, testthat, numDeriv, kdecopula (≥ 0.8.0), network |
Published: | 2023-07-10 |
DOI: | 10.32614/CRAN.package.VineCopula |
Author: | Thomas Nagler [aut, cre], Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb] |
Maintainer: | Thomas Nagler <mail at tnagler.com> |
BugReports: | https://github.com/tnagler/VineCopula/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/tnagler/VineCopula |
NeedsCompilation: | yes |
Materials: | README NEWS |
In views: | Distributions |
CRAN checks: | VineCopula results |
Reference manual: | VineCopula.pdf |
Package source: | VineCopula_2.5.0.tar.gz |
Windows binaries: | r-devel: VineCopula_2.5.0.zip, r-release: VineCopula_2.5.0.zip, r-oldrel: VineCopula_2.5.0.zip |
macOS binaries: | r-release (arm64): VineCopula_2.5.0.tgz, r-oldrel (arm64): VineCopula_2.5.0.tgz, r-release (x86_64): VineCopula_2.5.0.tgz, r-oldrel (x86_64): VineCopula_2.5.0.tgz |
Old sources: | VineCopula archive |
Reverse imports: | AssetCorr, CDVineCopulaConditional, CondCopulas, CopulaCenR, FactorCopula, gamCopula, GJRM, gofCopula, kdevine, LocalCop, LogisticCopula, MMDCopula, pacotest, parTimeROC, VC2copula, vccp |
Reverse linking to: | VC2copula |
Reverse suggests: | copula, kdecopula |
Please use the canonical form https://CRAN.R-project.org/package=VineCopula 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.