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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 |
| Reference manual: | CDVineCopulaConditional.pdf |
| 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 |
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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.