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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: | 2.5.1 |
| 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: | 2024-08-19 |
| 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_2.5.1.tar.gz |
| Windows binaries: | r-devel: VineCopula_2.5.1.zip, r-release: VineCopula_2.5.1.zip, r-oldrel: VineCopula_2.5.1.zip |
| macOS binaries: | r-release (arm64): VineCopula_2.5.1.tgz, r-oldrel (arm64): VineCopula_2.5.1.tgz, r-release (x86_64): VineCopula_2.5.1.tgz, r-oldrel (x86_64): VineCopula_2.5.1.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 |
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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.