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VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.

Version: 0.1.5
Depends: copula (≥ 1.1-2)
Imports: VineCopula (≥ 2.3.0), methods
LinkingTo: VineCopula
Suggests: lattice, testthat (≥ 2.1.0)
Published: 2024-02-22
DOI: 10.32614/CRAN.package.VC2copula
Author: Thomas Nagler [aut, cre], Benedikt Graeler [ctb]
Maintainer: Thomas Nagler <mail at tnagler.com>
BugReports: https://github.com/tnagler/VC2copula/issues
License: GPL-3
URL: https://github.com/tnagler/VC2copula
NeedsCompilation: yes
Language: en-US
Materials: README NEWS
CRAN checks: VC2copula results

Documentation:

Reference manual: VC2copula.pdf

Downloads:

Package source: VC2copula_0.1.5.tar.gz
Windows binaries: r-devel: VC2copula_0.1.5.zip, r-release: VC2copula_0.1.5.zip, r-oldrel: VC2copula_0.1.5.zip
macOS binaries: r-release (arm64): VC2copula_0.1.5.tgz, r-oldrel (arm64): VC2copula_0.1.5.tgz, r-release (x86_64): VC2copula_0.1.5.tgz, r-oldrel (x86_64): VC2copula_0.1.5.tgz
Old sources: VC2copula archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=VC2copula 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.