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: |
2.6.0 |
| 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: |
2024-12-17 |
| 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 [issues need fixing before 2025-04-05] |